First-order autoregressive processes with time-dependent random parameters

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First-order autoregressive processes with time-dependent random parameters. (English). Kybernetika, vol. 18 (1982), issue 5, pp. 408-414

MSC: 34F05, 60G25, 62M10, 62M20 | MR 686521 | Zbl 0517.62092

References:

[1] J. Anděl: Autoregressive series with random parameters. Math. Operationsforsch. Statist. 7 (1976), 735-741. MR 0428649

[2] J. Anděl: Statistická analýza časových řad. (Statistical analysis of time series). SNTL, Praha 1976.

[3] D. F. Nichols B. G. Quinn: Multiple autoregressive models with random coefficients. J. Multivariate Anal. 11 (1981), 185-198. MR 0618784

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