Random products and product auto-regression-Reference-Cited by-同舟云学术

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Random products and product auto-regression

Published:2013 Issue:7 Volume:27 Page:1197-1203
ISSN:0354-5180
Container-title:Filomat
language:en
Short-container-title:Filomat

Author:

Bakouch Hassan¹,Ristic Miroslav²,Sandhya E.³,Satheesh S.⁴

Affiliation:

1. Statistics Department, Faculty of Sciences, King Abdulaziz University, Jeddah, Saudi Arabia + Mathematics Department, Faculty of Science, Tanta University, Egypt%SR92-01

2. University of Niš, Faculty of Sciences and Mathematics%SR13-03.09

3. Department of Statistics, Prajyoti Niketan College, Pudukkad, India%SR92-01.57

4. Department of Applied Sciences, Vidya Academy of Science and Technology, Thrissur, India%SR92-01.57

Abstract

The operation of taking random products of random variables and the notions of infinite divisibility (ID) and stability of distributions under this operation are discussed here. Based on this stationary product auto-regressive time series models are introduced. We investigate some properties of the models, like autocorrelation function, spectral density function, multi-step ahead conditional mean and parameter estimation.

Publisher

National Library of Serbia

Subject

General Mathematics

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Uniform convergence of estimator for nonparametric regression with dependent data;Journal of Inequalities and Applications;2016-05-27

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