scientific article; zbMATH DE number 179179

MaRDI QIDQ4039209zbMATH OpenFDO

Authors Jiří Anděl

Publication date 16 August 1993

Full work available at URL https://eudml.org/doc/27743, http://www.kybernetika.cz/content/1992/3/213

zbMATH Keywords

conditions for nonnegativitymultivariate AR(1) processessimulation studysmall-sample propertiesstrong consistency

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• BAYESian Analysis of an Autoregressiye Process with Exponential White Noise
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• scientific article; zbMATH DE number 4086820 (Why is no real title available?)
• scientific article; zbMATH DE number 4111693 (Why is no real title available?)
• scientific article; zbMATH DE number 3894313 (Why is no real title available?)
• scientific article; zbMATH DE number 3335601 (Why is no real title available?)
• Infrence for non-negative autoregressive schemes
• NON-NEGATIVE AUTOREGRESSIVE PROCESSES
• Nonlinear nonnegative ar(1) processes
• Nonlinear positive ar(2) processes
• On ar(1) processes with exponential white noise

Cited in

(4)

• Non-negative linear processes
• An estimator for parameters of a nonlinear nonnegative multidimensional AR(1) process
• Nonlinear nonnegative ar(1) processes
• Bayesian analysis of non-negative ar(2) processes

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