This paper extends recent ideas for constructing classes of stationary autoregressive processes of order 1. A Gibbs sampler representation of such processes is extended in a straightforward way to introduce new processes. These maintain a linear expectation property which provides a simple exponential form for the autocorrelation function
We explain the connection between autocorrelation functions of stationary continuous time processes ...
In this paper, we provide a new method for modelling stationary time series, concentrating on volati...
The article contains an overview over locally stationary processes. At the beginning time varying au...
This paper extends recent ideas for constructing classes of stationary autoregressive processes of o...
This paper extends recent ideas for constructing classes of stationary autoregressive processes of o...
In this paper we show that particular Gibbs sampler Markov processes can be modified to an autoregre...
In this paper we show that particular Gibbs sampler Markov processes can be modified to an autoregre...
A new class of first-order autoregressive minification process which generalizes any autoregressive ...
First order stationary autoregressive (AR(1)) models are introduced for which there exists a linear ...
First order stationary autoregressive (AR(1)) models are introduced for which there exists a linear ...
In this paper, we provide a method for modelling stationary time series. We allow the family of mar...
The purpose of this paper is to introduce and develop a family of Z+-valued autoregressive processes...
As the correlation matrices of stationary vector processes are block Toeplitz, autoregressive (AR) v...
AbstractIn this note, recurrent representation of stationary Gaussian processes is derived from thei...
summary:An iterative procedure for computation of stationary density of autoregressive processes is ...
We explain the connection between autocorrelation functions of stationary continuous time processes ...
In this paper, we provide a new method for modelling stationary time series, concentrating on volati...
The article contains an overview over locally stationary processes. At the beginning time varying au...
This paper extends recent ideas for constructing classes of stationary autoregressive processes of o...
This paper extends recent ideas for constructing classes of stationary autoregressive processes of o...
In this paper we show that particular Gibbs sampler Markov processes can be modified to an autoregre...
In this paper we show that particular Gibbs sampler Markov processes can be modified to an autoregre...
A new class of first-order autoregressive minification process which generalizes any autoregressive ...
First order stationary autoregressive (AR(1)) models are introduced for which there exists a linear ...
First order stationary autoregressive (AR(1)) models are introduced for which there exists a linear ...
In this paper, we provide a method for modelling stationary time series. We allow the family of mar...
The purpose of this paper is to introduce and develop a family of Z+-valued autoregressive processes...
As the correlation matrices of stationary vector processes are block Toeplitz, autoregressive (AR) v...
AbstractIn this note, recurrent representation of stationary Gaussian processes is derived from thei...
summary:An iterative procedure for computation of stationary density of autoregressive processes is ...
We explain the connection between autocorrelation functions of stationary continuous time processes ...
In this paper, we provide a new method for modelling stationary time series, concentrating on volati...
The article contains an overview over locally stationary processes. At the beginning time varying au...