RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS
Author:
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.1985.tb00394.x/fullpdf
Reference7 articles.
1. Random Coefficient Autoregressive Models: An Introduction
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3. A NOTE ON THE EXISTENCE OF STRICTLY STATIONARY SOLUTIONS TO BILINEAR EQUATIONS
4. A NOTE ON A MARKOV BILINEAR STOCHASTIC PROCESS IN DISCRETE TIME
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