Nonnegative multivariate AR ( 1 ) processes

Jiří Anděl

Kybernetika (1992)

  • Volume: 28, Issue: 3, page 213-226
  • ISSN: 0023-5954

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Anděl, Jiří. "Nonnegative multivariate $\operatorname{AR}(1)$ processes." Kybernetika 28.3 (1992): 213-226. <http://eudml.org/doc/27743>.

@article{Anděl1992,
author = {Anděl, Jiří},
journal = {Kybernetika},
keywords = {strong consistency; multivariate AR(1) processes; conditions for nonnegativity; small-sample properties; simulation study},
language = {eng},
number = {3},
pages = {213-226},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Nonnegative multivariate $\operatorname\{AR\}(1)$ processes},
url = {http://eudml.org/doc/27743},
volume = {28},
year = {1992},
}

TY - JOUR
AU - Anděl, Jiří
TI - Nonnegative multivariate $\operatorname{AR}(1)$ processes
JO - Kybernetika
PY - 1992
PB - Institute of Information Theory and Automation AS CR
VL - 28
IS - 3
SP - 213
EP - 226
LA - eng
KW - strong consistency; multivariate AR(1) processes; conditions for nonnegativity; small-sample properties; simulation study
UR - http://eudml.org/doc/27743
ER -

References

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  1. J. Anděl, Statistische Analyse von Zeitreihen, Akademie-Verlag, Berlin 1984. (1984) MR0762087
  2. J. Anděl, On AR(1) processes with exponential white noise, Commun. Statist. - Theory Meth. 17 (1988), 1481-1495. (1988) Zbl0639.62082MR0945799
  3. J. Anděl, AR(1) processes with given moments of marginal distribution, Kybernetika 25 (1989), 337-347. (1989) Zbl0701.62087MR1024709
  4. J. Anděl, Nonlinear nonnegative AR(1) processes, Commun. Statist. - Theory Meth. 18 (1989), 4029-4037. (1989) Zbl0696.62347MR1058926
  5. J. Anděl, Non-negative autoregressive processes, J. Time Ser. Anal. 10 (1989), 1-11. (1989) MR1001879
  6. J. Anděl, Nonlinear positive AR(2) processes, Statistics 21 (1990), 591-600. (1990) Zbl0714.62087MR1087287
  7. J. Anděl, V. Dupač, An extension of the Borel lemma, Comment. Math. Univ. Carolin. 30 (1989), 403-404. (1989) MR1014141
  8. J. Anděl, K. Zvára, Tables for AR(1) processes with exponential white noise, Kybernetika 21, (1988), 372-377. (1988) Zbl0664.62090MR0970214
  9. C. B. Bell, E. P. Smith, Inference for non-negative autoregressive schemes, Commun. Statist. - Theory Meth. 15 (1986), 2267-2293. (1986) Zbl0604.62087MR0853011
  10. E.J. Hannan, Multiple Time Series, Wiley, New York 1970. (1970) Zbl0211.49804MR0279952
  11. M.A.A. Turkman, Bayesian analysis of an autoregressive process with exponential white noise, Statistics 21 (1990), 601-608. (1990) Zbl0723.62051MR1087288

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