Publication:3353888
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zbMath0729.60025MaRDI QIDQ3353888
Publication date: 1991
Full work available at URL: https://eudml.org/doc/27674
stationary process; spectral densities; conditions for existence and stationarity; multiple linear process
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G10: Stationary stochastic processes
Related Items
Cites Work
- Multiple autoregressive models with random coefficients
- Random coefficient autoregressive models: an introduction
- SOME DOUBLY STOCHASTIC TIME SERIES MODELS
- ON STATIONARITY OF THE SOLUTION OF A DOUBLY STOCHASTIC MODEL
- THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I
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