First-order autoregressive processes with time-dependent random parameters
Kybernetika (1982)
- Volume: 18, Issue: 5, page 408-414
- ISSN: 0023-5954
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topKoubková, Alena. "First-order autoregressive processes with time-dependent random parameters." Kybernetika 18.5 (1982): 408-414. <http://eudml.org/doc/29024>.
@article{Koubková1982,
author = {Koubková, Alena},
journal = {Kybernetika},
keywords = {first-order autoregressive processes; time-dependent random parameters; covariance function; spectral density; best linear prediction; stationarity},
language = {eng},
number = {5},
pages = {408-414},
publisher = {Institute of Information Theory and Automation AS CR},
title = {First-order autoregressive processes with time-dependent random parameters},
url = {http://eudml.org/doc/29024},
volume = {18},
year = {1982},
}
TY - JOUR
AU - Koubková, Alena
TI - First-order autoregressive processes with time-dependent random parameters
JO - Kybernetika
PY - 1982
PB - Institute of Information Theory and Automation AS CR
VL - 18
IS - 5
SP - 408
EP - 414
LA - eng
KW - first-order autoregressive processes; time-dependent random parameters; covariance function; spectral density; best linear prediction; stationarity
UR - http://eudml.org/doc/29024
ER -
References
top- J. Anděl, Autoregressive series with random parameters, Math. Operationsforsch. Statist. 7 (1976), 735-741. (1976) MR0428649
- J. Anděl, Statistická analýza časových řad, (Statistical analysis of time series). SNTL, Praha 1976. (1976)
- D. F. Nichols B. G. Quinn, Multiple autoregressive models with random coefficients, J. Multivariate Anal. 11 (1981), 185-198. (1981) MR0618784
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