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First-order autoregressive processes with time-dependent random parameters
Kybernetika, Tome 18 (1982) no. 5, pp. 408-414 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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Classification : 34F05, 60G25, 62M10, 62M20 
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     author = {Koubkov\'a, Alena},
     title = {First-order autoregressive processes with time-dependent random parameters},
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}
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Koubková, Alena. First-order autoregressive processes with time-dependent random parameters. Kybernetika, Tome 18 (1982) no. 5, pp. 408-414. http://geodesic.mathdoc.fr/item/KYB_1982_18_5_a3/

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

[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