Sur les natures des processus solutions de certaines equations stochastiques aux differences

DOI10.1080/17442508508833361zbMATH Open0576.60052OpenAlexW2122218057WikidataQ126242033 ScholiaQ126242033MaRDI QIDQ3696239FDOQ3696239

Authors: Benoît Truong-Van 

Publication date: 1985

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508508833361

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zbMATH Keywords

spectral densityspectral measurestochastic difference equationoperatorshiftARMA and ARIMA processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Random operators and equations (aspects of stochastic analysis) (60H25)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• On the linear prediction problem of certain non-stationary stochastic processes.
• Title not available (Why is that?)
• Some properties and examples of random processes that are almost wide sense stationary
• GENERALIZED SEASONAL ARIMA PROCESSES: REGULARITY/SINGULARITY CRITERIA AND LINEAR PREDICTION

Cited In (4)

• Title not available (Why is that?)
• On Backshift-Operator polynomial transformations to stationarity for nonstationary time series and their aggregates
• Title not available (Why is that?)
• Sur l'existence de solutions d'équations différentielles stochastiques progréssives rétrogrades couplées

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