Stochastic difference equations with non-integral differences

DOI10.2307/1426232MaRDI QIDQ4042557zbMATH OpenOpenAlexFDO

Authors Peter M. Robinson

Publication date 1974

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1426232

Mathematics Subject Classification ID

General theory of functional-differential equations (34K05) Additive difference equations (39A10) Stationary stochastic processes (60G10) Asymptotic distribution theory in statistics (62E20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(8)

• On the errors-in-variables problem for time series
• Nonstandard analysis in classical physics and quantum formal scattering
• Nonstandard (non-\(\sigma\)-additive) probabilities in algebraic quantum field theory
• Discussion on: ``Identification of ARX and ARARX models in the presence of input and output noises
• scientific article; zbMATH DE number 203221 (Why is no real title available?)
• Semiparametric fractional cointegration analysis
• The rise of non-Archimedean mathematics and the roots of a misconception. I: The emergence of non-Archimedean systems of magnitudes
• On the equivalence of time and frequency domain maximum likelihood estimation

This page was built for publication: Stochastic difference equations with non-integral differences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4042557)