scientific article; zbMATH DE number 1066360

MaRDI QIDQ4357548zbMATH OpenFDO

Authors Georgi N. Boshnakov

Publication date 25 September 1997

zbMATH Keywords

autoregressionMarkovian representationstochastic difference equations

Mathematics Subject Classification ID

Stochastic analysis (60H99) Markov processes (60J99)

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Cited in

(5)

• Model-building problem of periodically correlated m-variate moving average processes
• On AR(1) models with periodic and almost periodic coefficients.
• An extension problem for discrete-time almost periodically correlated stochastic processes
• Generation Of Time Series Models With Given Spectral Properties
• Multi-companion matrices

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