Two special models of $AR(n)$ processes with time-dependent random parameters
Kybernetika, Tome 31 (1995) no. 4, pp. 347-357
Voir la notice de l'article provenant de la source Czech Digital Mathematics Library
@article{KYB_1995__31_4_a3,
author = {Koubkov\'a, Alena},
title = {Two special models of $AR(n)$ processes with time-dependent random parameters},
journal = {Kybernetika},
pages = {347--357},
publisher = {mathdoc},
volume = {31},
number = {4},
year = {1995},
mrnumber = {1357349},
zbl = {0857.62088},
language = {en},
url = {http://geodesic.mathdoc.fr/item/KYB_1995__31_4_a3/}
}
Koubková, Alena. Two special models of $AR(n)$ processes with time-dependent random parameters. Kybernetika, Tome 31 (1995) no. 4, pp. 347-357. http://geodesic.mathdoc.fr/item/KYB_1995__31_4_a3/