On stationarity of a multiple doubly stochastic model
Kybernetika (1991)
- Volume: 27, Issue: 2, page 114-119
- ISSN: 0023-5954
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topAnděl, Jiří. "On stationarity of a multiple doubly stochastic model." Kybernetika 27.2 (1991): 114-119. <http://eudml.org/doc/27674>.
@article{Anděl1991,
author = {Anděl, Jiří},
journal = {Kybernetika},
keywords = {multiple linear process; spectral densities; stationary process; conditions for existence and stationarity},
language = {eng},
number = {2},
pages = {114-119},
publisher = {Institute of Information Theory and Automation AS CR},
title = {On stationarity of a multiple doubly stochastic model},
url = {http://eudml.org/doc/27674},
volume = {27},
year = {1991},
}
TY - JOUR
AU - Anděl, Jiří
TI - On stationarity of a multiple doubly stochastic model
JO - Kybernetika
PY - 1991
PB - Institute of Information Theory and Automation AS CR
VL - 27
IS - 2
SP - 114
EP - 119
LA - eng
KW - multiple linear process; spectral densities; stationary process; conditions for existence and stationarity
UR - http://eudml.org/doc/27674
ER -
References
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- D. R. Brillinger, Time Series: Data Analysis and Theory, Holt, Rinehart and Winston, Inc., New York 1975. (1975) Zbl0321.62004MR0443257
- A. Koubková, First-order autoregressive processes with time-dependent random parameters, Kybernetika 18 (1982), 408-414. (1982) MR0686521
- D. E. Nicholls, B. G. Quinn, The estimation of random coefficient autoregressive models, J. Time Ser. Anal. 1 (1980), 37-46. (1980) Zbl0495.62083MR0605573
- D. E. Nicholls, B. G. Quinn, Multiple autoregressive models with random coefficients, J. Multivariate Anal. 11 (1981), 185-198. (1981) Zbl0512.62084MR0618784
- D. E. Nicholls, B. G. Quinn, Random Coefficient Autoregressive Models: An Introduction, (Lecture Notes in Statistics 11.) Springer-Verlag, Berlin-Heidelberg-New York 1982. (1982) Zbl0497.62081MR0671255
- M. Pourahmadi, On stationarity of the solution of a doubly stochastic model, J. Time Ser. Anal. 7 (1986), 123-131. (1986) Zbl0595.60041MR0847822
- D. Tjøstheim, Some doubly stochastic time series models, J. Time Ser. Anal. 7 (1986), 51-72. (1986) MR0832352
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