scientific article; zbMATH DE number 4149411

MaRDI QIDQ3479413zbMATH OpenFDO

Authors Jiří Anděl

Publication date 1989

Full work available at URL https://eudml.org/doc/27486, http://www.kybernetika.cz/content/1989/5/337

zbMATH Keywords

AR(1) processexponential distributionfinite intervalgiven covariance structuregiven moments of marginal distributioninfinite intervalmoment problemsimulation proceduresstrict white noise

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

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Cites work

• A Probability Distribution and Its Uses in Fitting Data
• First-order autoregressive gamma sequences and point processes
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• scientific article; zbMATH DE number 4111693 (Why is no real title available?)
• ON LINEAR PROCESSES WITH GIVEN MOMENTS

Cited in

(11)

• Non-negative linear processes
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• scientific article; zbMATH DE number 3915473 (Why is no real title available?)
• ON LINEAR PROCESSES WITH GIVEN MOMENTS
• scientific article; zbMATH DE number 179179 (Why is no real title available?)
• Trimmed stable AR(1) processes
• EDGEWORTH APPROXIMATION IN THE AR(1) PROCESS WITH SOME POSSIBLY NONZERO INITIAL VALUE
• Fully observed INAR(1) processes
• Moments of AR(k) Parameter Estimators
• On calculation of stationary density of autoregressive processes.

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