Koubkova, Alena First-order autoregressive processes with time-dependent random parameters. (English) Zbl 0517.62092 Kybernetika 18, 408-414 (1982). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 4 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62M20 Inference from stochastic processes and prediction 60G25 Prediction theory (aspects of stochastic processes) 34F05 Ordinary differential equations and systems with randomness Keywords:first-order autoregressive processes; time-dependent random parameters; covariance function; spectral density; best linear prediction; stationarity PDF BibTeX XML Cite \textit{A. Koubkova}, Kybernetika 18, 408--414 (1982; Zbl 0517.62092) Full Text: EuDML OpenURL References: [1] J. Anděl: Autoregressive series with random parameters. Math. Operationsforsch. Statist. 7 (1976), 735-741. · Zbl 0346.62066 [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. · Zbl 0512.62084 This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.