Previous |  Up |  Next

Article

References:
[1] J. Aněl: Autoregressive series with random parameters. Math. Operationsforsch. Statist., Ser. Statistics 7 (1976), 735-741. MR 0428649
[2] J. Anděl: On autoregressive models with random parameters. In: Proc. 3rd Prague Symp. on Asymptotic Statistics (P. Mandl, M. Hušková, eds.), Elsevier, Amsterdam 1984, pp. 17-30. MR 0785382
[3] D. R. Brillinger: Time Series: Data Analysis and Theory. Holt, Rinehart and Winston, Inc., New York 1975. MR 0443257 | Zbl 0321.62004
[4] A. Koubková: First-order autoregressive processes with time-dependent random parameters. Kybernetika 18 (1982), 408-414. MR 0686521
[5] D. E. Nicholls, B. G. Quinn: The estimation of random coefficient autoregressive models. J. Time Ser. Anal. 1 (1980), 37-46. MR 0605573 | Zbl 0495.62083
[6] D. E. Nicholls, B. G. Quinn: Multiple autoregressive models with random coefficients. J. Multivariate Anal. 11 (1981), 185-198. MR 0618784 | Zbl 0512.62084
[7] D. E. Nicholls, B. G. Quinn: Random Coefficient Autoregressive Models: An Introduction. (Lecture Notes in Statistics 11.) Springer-Verlag, Berlin-Heidelberg-New York 1982. MR 0671255 | Zbl 0497.62081
[8] M. Pourahmadi: On stationarity of the solution of a doubly stochastic model. J. Time Ser. Anal. 7 (1986), 123-131. MR 0847822 | Zbl 0595.60041
[9] D. Tjøstheim: Some doubly stochastic time series models. J. Time Ser. Anal. 7 (1986), 51-72. MR 0832352
Partner of
EuDML logo