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Predictors for the first-order autoregressive process

โœ Scribed by Wayne A. Fuller; David P. Hasza


Publisher
Elsevier Science
Year
1980
Tongue
English
Weight
903 KB
Volume
13
Category
Article
ISSN
0304-4076

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Limit theory for random coefficient firs
โœ Zhi-Wen Zhao; De-Hui Wang; Yong Zhang ๐Ÿ“‚ Article ๐Ÿ“… 2011 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 229 KB

Phillips and Magdalinos (2007) [1] gave the asymptotic theory for autoregressive time series with a root of the form ฯ n = 1 + c/k n , where k n is a deterministic sequence. In this paper, an extension to the more general case where the coefficients of an AR(1) model is a random variable and the