Nonnegative multivariate $\operatorname{AR}(1)$ processes
Kybernetika, Tome 28 (1992) no. 3, pp. 213-226 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

Classification : 62F12, 62M09, 62M10
@article{KYB_1992_28_3_a3,
     author = {And\v{e}l, Ji\v{r}{\'\i}},
     title = {Nonnegative multivariate $\operatorname{AR}(1)$ processes},
     journal = {Kybernetika},
     pages = {213--226},
     year = {1992},
     volume = {28},
     number = {3},
     mrnumber = {1174657},
     zbl = {0770.62073},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1992_28_3_a3/}
}
TY  - JOUR
AU  - Anděl, Jiří
TI  - Nonnegative multivariate $\operatorname{AR}(1)$ processes
JO  - Kybernetika
PY  - 1992
SP  - 213
EP  - 226
VL  - 28
IS  - 3
UR  - http://geodesic.mathdoc.fr/item/KYB_1992_28_3_a3/
LA  - en
ID  - KYB_1992_28_3_a3
ER  - 
%0 Journal Article
%A Anděl, Jiří
%T Nonnegative multivariate $\operatorname{AR}(1)$ processes
%J Kybernetika
%D 1992
%P 213-226
%V 28
%N 3
%U http://geodesic.mathdoc.fr/item/KYB_1992_28_3_a3/
%G en
%F KYB_1992_28_3_a3
Anděl, Jiří. Nonnegative multivariate $\operatorname{AR}(1)$ processes. Kybernetika, Tome 28 (1992) no. 3, pp. 213-226. http://geodesic.mathdoc.fr/item/KYB_1992_28_3_a3/

[1] J. Anděl: Statistische Analyse von Zeitreihen. Akademie-Verlag, Berlin 1984. | MR

[2] J. Anděl: On AR(1) processes with exponential white noise. Commun. Statist. - Theory Meth. 17 (1988), 1481-1495. | MR | Zbl

[3] J. Anděl: AR(1) processes with given moments of marginal distribution. Kybernetika 25 (1989), 337-347. | MR | Zbl

[4] J. Anděl: Nonlinear nonnegative AR(1) processes. Commun. Statist. - Theory Meth. 18 (1989), 4029-4037. | MR | Zbl

[5] J. Anděl: Non-negative autoregressive processes. J. Time Ser. Anal. 10 (1989), 1-11. | MR

[6] J. Anděl: Nonlinear positive AR(2) processes. Statistics 21 (1990), 591-600. | MR | Zbl

[7] J. Anděl, V. Dupač: An extension of the Borel lemma. Comment. Math. Univ. Carolin. 30 (1989), 403-404. | MR

[8] J. Anděl, K. Zvára: Tables for AR(1) processes with exponential white noise. Kybernetika 21, (1988), 372-377. | MR | Zbl

[9] C. B. Bell, E. P. Smith: Inference for non-negative autoregressive schemes. Commun. Statist. - Theory Meth. 15 (1986), 2267-2293. | MR | Zbl

[10] E.J. Hannan: Multiple Time Series. Wiley, New York 1970. | MR | Zbl

[11] M.A.A. Turkman: Bayesian analysis of an autoregressive process with exponential white noise. Statistics 21 (1990), 601-608. | MR | Zbl