| Title:
|
Nonnegative multivariate $\operatorname{AR}(1)$ processes (English) |
| Author:
|
Anděl, Jiří |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
28 |
| Issue:
|
3 |
| Year:
|
1992 |
| Pages:
|
213-226 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62F12 |
| MSC:
|
62M09 |
| MSC:
|
62M10 |
| idZBL:
|
Zbl 0770.62073 |
| idMR:
|
MR1174657 |
| . |
| Date available:
|
2009-09-24T18:31:51Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124588 |
| . |
| Reference:
|
[1] J. Anděl: Statistische Analyse von Zeitreihen.Akademie-Verlag, Berlin 1984. MR 0762087 |
| Reference:
|
[2] J. Anděl: On AR(1) processes with exponential white noise.Commun. Statist. - Theory Meth. 17 (1988), 1481-1495. Zbl 0639.62082, MR 0945799 |
| Reference:
|
[3] J. Anděl: AR(1) processes with given moments of marginal distribution.Kybernetika 25 (1989), 337-347. Zbl 0701.62087, MR 1024709 |
| Reference:
|
[4] J. Anděl: Nonlinear nonnegative AR(1) processes.Commun. Statist. - Theory Meth. 18 (1989), 4029-4037. Zbl 0696.62347, MR 1058926 |
| Reference:
|
[5] J. Anděl: Non-negative autoregressive processes.J. Time Ser. Anal. 10 (1989), 1-11. MR 1001879 |
| Reference:
|
[6] J. Anděl: Nonlinear positive AR(2) processes.Statistics 21 (1990), 591-600. Zbl 0714.62087, MR 1087287 |
| Reference:
|
[7] J. Anděl, V. Dupač: An extension of the Borel lemma.Comment. Math. Univ. Carolin. 30 (1989), 403-404. MR 1014141 |
| Reference:
|
[8] J. Anděl, K. Zvára: Tables for AR(1) processes with exponential white noise.Kybernetika 21, (1988), 372-377. Zbl 0664.62090, MR 0970214 |
| Reference:
|
[9] C. B. Bell, E. P. Smith: Inference for non-negative autoregressive schemes.Commun. Statist. - Theory Meth. 15 (1986), 2267-2293. Zbl 0604.62087, MR 0853011 |
| Reference:
|
[10] E.J. Hannan: Multiple Time Series.Wiley, New York 1970. Zbl 0211.49804, MR 0279952 |
| Reference:
|
[11] M.A.A. Turkman: Bayesian analysis of an autoregressive process with exponential white noise.Statistics 21 (1990), 601-608. Zbl 0723.62051, MR 1087288 |
| . |
