| Title:
|
First-order autoregressive processes with time-dependent random parameters (English) |
| Author:
|
Koubková, Alena |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
18 |
| Issue:
|
5 |
| Year:
|
1982 |
| Pages:
|
408-414 |
| . |
| Category:
|
math |
| . |
| MSC:
|
34F05 |
| MSC:
|
60G25 |
| MSC:
|
62M10 |
| MSC:
|
62M20 |
| idZBL:
|
Zbl 0517.62092 |
| idMR:
|
MR686521 |
| . |
| Date available:
|
2009-09-24T17:29:59Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125870 |
| . |
| Reference:
|
[1] J. Anděl: Autoregressive series with random parameters.Math. Operationsforsch. Statist. 7 (1976), 735-741. MR 0428649 |
| Reference:
|
[2] J. Anděl: Statistická analýza časových řad.(Statistical analysis of time series). SNTL, Praha 1976. |
| Reference:
|
[3] D. F. Nichols B. G. Quinn: Multiple autoregressive models with random coefficients.J. Multivariate Anal. 11 (1981), 185-198. MR 0618784 |
| . |
