Geodesic
First-order autoregressive processes with time-dependent random parameters
Kybernetika, Tome 18 (1982) no. 5, pp. 408-414.

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

Classification : 34F05, 60G25, 62M10, 62M20 
@article{KYB_1982__18_5_a3,
     author = {Koubkov\'a, Alena},
     title = {First-order autoregressive processes with time-dependent random parameters},
     journal = {Kybernetika},
     pages = {408--414},
     publisher = {mathdoc},
     volume = {18},
     number = {5},
     year = {1982},
     mrnumber = {686521},
     zbl = {0517.62092},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1982__18_5_a3/}
}
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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/