scientific article; zbMATH DE number 3854103

zbMATH Open0537.60027MaRDI QIDQ3322928FDOQ3322928

Authors: Jiří Anděl 

Publication date: 1983

Title of this publication is not available (Why is that?)

Recommendations

• On the marginal distribution of a first order autoregressive process
• An Autoregressive Process for Beta Random Variables
• scientific article; zbMATH DE number 4046935
• scientific article; zbMATH DE number 3913496
• Publication:3479413

zbMATH Keywords

Monte Carlo methodsautoregressive processesmarginal distributionself-decomposable random variables

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Cited In (14)

• Title not available (Why is that?)
• Autoregressive processes with normal-Laplace marginals
• Calculation of the moments of sums for autoregressive processes with signum by management
• Information quantity evaluation of nonlinear time series processes and applications
• Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals
• Title not available (Why is that?)
• AUTOREGRESSIVE PROCESSES WITH NORMAL STATIONARY DISTRIBUTIONS
• Dynamic variable selection with spike-and-slab process priors
• On the marginal distribution of a first order autoregressive process
• On Construction and Simulation of Autoregressive Sources With Near-Laplace Marginals
• An Autoregressive Process for Beta Random Variables
• Stationary distribution of absolute autoregression
• Rényi entropy and divergence for VARFIMA processes based on characteristic and impulse response functions
• Title not available (Why is that?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3322928)