A NOTE ON A MARKOV BILINEAR STOCHASTIC PROCESS IN DISCRETE TIME
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Publication:3339888
DOI10.1111/j.1467-9892.1981.tb00326.xzbMath0548.60071OpenAlexW2094929800MaRDI QIDQ3339888
Publication date: 1981
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1981.tb00326.x
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)
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