| Title:
|
ARMA models with nonstationary white noise (English) |
| Author:
|
Cipra, Tomáš |
| Author:
|
Anděl, Jiří |
| Language:
|
English |
| Journal:
|
Commentationes Mathematicae Universitatis Carolinae |
| ISSN:
|
0010-2628 (print) |
| ISSN:
|
1213-7243 (online) |
| Volume:
|
26 |
| Issue:
|
2 |
| Year:
|
1985 |
| Pages:
|
285-298 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60G10 |
| MSC:
|
60G20 |
| MSC:
|
62M10 |
| idZBL:
|
Zbl 0571.62081 |
| idMR:
|
MR803925 |
| . |
| Date available:
|
2008-06-05T21:21:12Z |
| Last updated:
|
2012-04-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/106368 |
| . |
| Reference:
|
[1] ANDĚL J.: Statistical Analysis of Time Series.SNTL, Prague 1976 (in Czech). |
| Reference:
|
[2] GOCHBERO J. C., KREJN M. G.: Introduction to Theory of Linear Non-self-adjoint Operators in Hilbert Space.Nauka, Moskva 1965 (in Russian). |
| Reference:
|
[3] MELNICHENKO G.: Linear transformations of random processes.in: Statistical Problem of Control 56, Institute of Mathematics and Cybernetics, Vilnius 1982, 31-44 (in Russian). |
| Reference:
|
[4] NIEMI H.: On the linear prediction problem of certain nonstationary stoohastio processes.Math. Scand. 39 (1976), 146-160. MR 0426128 |
| Reference:
|
[5] NIEMI H.: On the effect of a nonstationary noise on ARMA models.Scand. J. Statist. 10 (1983), 11-17. MR 0711330 |
| Reference:
|
[6] RAO R. C.: Linear Statistical Inference and its Applications.Wiley, New York 1973. Zbl 0256.62002, MR 0346957 |
| Reference:
|
[7] TJØSTHEIM D., THOMAS J.B.: Some properties and examples of random processes that are almost wide sense stationary.IEEE Trans. Inf. Theory 21 (1975), 257-262. MR 0386004 |
| Reference:
|
[8] TYSSEDAL J., TJØSTHEIM D.: Autoregressive processes with a time dependent variance.J. Time Series Analysis 3 (1982), 209-217. MR 0695232 |
| . |
