scientific article; zbMATH DE number 437490

MaRDI QIDQ3140357zbMATH OpenFDO

Authors T. V. Ramanathan, M. B. Rajarshi

Publication date 6 April 1994

zbMATH Keywords

Monte Carlo proceduresrandom coefficient autoregressive modelsstationary distribution

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) General considerations in statistical decision theory (62C05) Asymptotic distribution theory in statistics (62E20)

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Cited in

(7)

• Approximation and numerical treatment of an autoregressive equation with stochastic coefficients
• The tail of the stationary distribution of a random coefficient \(\text{AR}(q)\) model.
• NUMERICAL EVALUATION OF DISTRIBUTIONS IN NON-LINEAR AUTOREGRESSION
• RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS
• On random processes as an implicit solution of equations.
• On calculation of stationary density of autoregressive processes.
• Stationary distribution of absolute autoregression

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