scientific article; zbMATH DE number 4149411

zbMATH Open0701.62087MaRDI QIDQ3479413FDOQ3479413

Authors: Jiří Anděl 

Publication date: 1989

Full work available at URL: https://eudml.org/doc/27486

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

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zbMATH Keywords

exponential distributionmoment problemfinite intervalinfinite intervalAR(1) processsimulation proceduresstrict white noisegiven covariance structuregiven moments of marginal distribution

Mathematics Subject Classification ID

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

Cites Work

• A Probability Distribution and Its Uses in Fitting Data
• First-order autoregressive gamma sequences and point processes
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• ON LINEAR PROCESSES WITH GIVEN MOMENTS

Cited In (11)

• EDGEWORTH APPROXIMATION IN THE AR(1) PROCESS WITH SOME POSSIBLY NONZERO INITIAL VALUE
• Trimmed stable AR(1) processes
• Moments of AR(k) Parameter Estimators
• Fully observed INAR(1) processes
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• ON LINEAR PROCESSES WITH GIVEN MOMENTS
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• Non-negative linear processes
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• On calculation of stationary density of autoregressive processes.

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