| Title:
|
On stationarity of a multiple doubly stochastic model (English) |
| Author:
|
Anděl, Jiří |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
27 |
| Issue:
|
2 |
| Year:
|
1991 |
| Pages:
|
114-119 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60G10 |
| MSC:
|
62M10 |
| idZBL:
|
Zbl 0729.60025 |
| idMR:
|
MR1106782 |
| . |
| Date available:
|
2009-09-24T18:23:47Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124519 |
| . |
| Reference:
|
[1] J. Aněl: Autoregressive series with random parameters.Math. Operationsforsch. Statist., Ser. Statistics 7 (1976), 735-741. MR 0428649 |
| Reference:
|
[2] J. Anděl: On autoregressive models with random parameters.In: Proc. 3rd Prague Symp. on Asymptotic Statistics (P. Mandl, M. Hušková, eds.), Elsevier, Amsterdam 1984, pp. 17-30. MR 0785382 |
| Reference:
|
[3] D. R. Brillinger: Time Series: Data Analysis and Theory.Holt, Rinehart and Winston, Inc., New York 1975. Zbl 0321.62004, MR 0443257 |
| Reference:
|
[4] A. Koubková: First-order autoregressive processes with time-dependent random parameters.Kybernetika 18 (1982), 408-414. MR 0686521 |
| Reference:
|
[5] D. E. Nicholls, B. G. Quinn: The estimation of random coefficient autoregressive models.J. Time Ser. Anal. 1 (1980), 37-46. Zbl 0495.62083, MR 0605573 |
| Reference:
|
[6] D. E. Nicholls, B. G. Quinn: Multiple autoregressive models with random coefficients.J. Multivariate Anal. 11 (1981), 185-198. Zbl 0512.62084, MR 0618784 |
| Reference:
|
[7] D. E. Nicholls, B. G. Quinn: Random Coefficient Autoregressive Models: An Introduction.(Lecture Notes in Statistics 11.) Springer-Verlag, Berlin-Heidelberg-New York 1982. Zbl 0497.62081, MR 0671255 |
| Reference:
|
[8] M. Pourahmadi: On stationarity of the solution of a doubly stochastic model.J. Time Ser. Anal. 7 (1986), 123-131. Zbl 0595.60041, MR 0847822 |
| Reference:
|
[9] D. Tjøstheim: Some doubly stochastic time series models.J. Time Ser. Anal. 7 (1986), 51-72. MR 0832352 |
| . |
