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

DOI10.1080/17442508508833361MaRDI QIDQ3696239zbMATHOpenAlexWikidataFDO

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

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)

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Cites work

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• GENERALIZED SEASONAL ARIMA PROCESSES: REGULARITY/SINGULARITY CRITERIA AND LINEAR PREDICTION
• On the linear prediction problem of certain non-stationary stochastic processes.
• Some properties and examples of random processes that are almost wide sense stationary

Cited in

(5)

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• On Backshift-Operator polynomial transformations to stationarity for nonstationary time series and their aggregates
• scientific article; zbMATH DE number 4109748 (Why is no real title available?)
• On random processes as an implicit solution of equations.
• Sur l'existence de solutions d'équations différentielles stochastiques progréssives rétrogrades couplées

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