[1] N. I. Achiezer: Klassičeskaja problema momentov i nekotoryje voprosy analiza svjazannyje s neju. Gos. izd. fiz.-mat. lit., Moskva 1961.
[2] J. Anděl:
Marginal distributions of autoregressive processes. In: Trans. Ninth Prague Conf. on Inform. Theory, Statist. Dec. Functions, Random Processes, Academia, Prague 1983, pp. 127-135.
MR 0757732
[3] J. Anděl:
On linear processes with given moments. J. Time Ser. Anal. 8 (1987), 373-378.
MR 0917790
[4] J. Anděl, M. Garrido:
On stationary distributions of some time series models. In: Trans. Tenth Prague Conf. on Inform. Theory, Statist. Dec. Functions, Random Processes, Academia, Prague 1988, pp. 193-202.
MR 1136274
[5] J. Anděl, V. Dupač:
An extension of the Borel lemma. Comment. Math. Univ. Carolin. 32 (1989), 405-407.
MR 1014141
[6] J. Anděl, K. Zvára:
Simulation methods in time series. In: Proc. 2nd Internat. Symp. on Numerical Analysis, Prague 1987 (I. Marek, ed.). Teubner-Texte zur Mathematik 107, Teubner, Leipzig 1988, pp. 99-113.
MR 1171693
[7] G. P. Chamitov: Imitacija slučajnych processov. Izd. Irkutskogo instituta narodnogo chozjajstva, Irkutsk 1983.
[8] D. P. Gaver, P. A. W. Lewis:
First-order autoregressive gamma sequences and point processes. Adv. Appl. Probab. 12 (1980), 727-745.
MR 0578846 |
Zbl 0453.60048
[9] M. T. Krejn, A. A. Nudelman:
Problema momentov Markova i ekstremalnyje zadači. Izd. Nauka, Moskva 1973.
MR 0445244
[10] M. T. Krein, A. A. Nudelman:
The Markov Moment Problem and Extremal Problems. (Transl. of Math. Monographs, Vol. 50.) American Mathematical Society, Providence 1977.
MR 0458081
[11] A. J. Lawrance, P. A. W. Lewis:
Modelling and residual analysis of nonlinear autoregressive time series in exponential variables. J. Roy. Statist. Soc. Ser. B 47 (1985), 165-202.
MR 0816083 |
Zbl 0579.62075
[12] J. S. Ramberg E. J. Dudewicz P. R. Tadikamalla, E. F. Mykytka: A probability distribution and its uses in fitting data. Technometrics 21 (1979), 201-214.
[13] M. M. Sondhi: Random processes with specified spectral density and first-order probability density. Bell System Technical J. 62 (1983), 679-701.