Add to ORKGThis paper derives conditions for the stationarity of a class of multiple autoregressive models with random coefficients. The models considered include as special cases those previously discussed by Andel (Ann. Math. Statist.42 (1971), 755-759; Math. Operationsforsch. Statist.7 (1976), 735-741).Multiple autoregression random coefficient stationarity eigenvalues eigenvectors tensor product
This paper proposes a new approach to analyze multiple vector autoregressive (VAR) models that rende...
In this paper the (strict and weak) stationarity of threshold autoregressive moving average models i...
We investigate the estimation of parameters in the random coefficient autoregressive (RCA) model X ...
AbstractThis paper derives conditions for the stationarity of a class of multiple autoregressive mod...
AbstractUsing a two stage regression procedure estimates of the unknown parameters of a class of mul...
In our contribution the weak stationarity is faced for a nonlinea multivariate time series model cal...
AbstractWe give conditions for first and second order stationarity of mixture autoregressive process...
summary:The model of periodic autoregression is generalized to the multivariate case. The autoregres...
summary:This work deals with a multivariate random coefficient autoregressive model (RCA) of the fir...
We propose a test for the null of strict stationarity in a Random Coefficient AutoRe-gression (RCAR)...
Jury: P. Bougerol (rapporteur), C. Goldie (rapporteur), Y. Guivarc'h (président), X. Guyon (examinat...
A random coefficient autoregressive process for count data based on a generalized thinning operator ...
In this paper the large sample behaviour of the sample autocorrelation matrix Rn(h), (h being the la...
summary:Let $X_1,\ldots,X_N$ be a finite part of the normal $p$-dimensional autoregressive series ge...
summary:The paper is devoted to the spectrum of multivariate randomly sampled autoregressive moving-...
This paper proposes a new approach to analyze multiple vector autoregressive (VAR) models that rende...
In this paper the (strict and weak) stationarity of threshold autoregressive moving average models i...
We investigate the estimation of parameters in the random coefficient autoregressive (RCA) model X ...
AbstractThis paper derives conditions for the stationarity of a class of multiple autoregressive mod...
AbstractUsing a two stage regression procedure estimates of the unknown parameters of a class of mul...
In our contribution the weak stationarity is faced for a nonlinea multivariate time series model cal...
AbstractWe give conditions for first and second order stationarity of mixture autoregressive process...
summary:The model of periodic autoregression is generalized to the multivariate case. The autoregres...
summary:This work deals with a multivariate random coefficient autoregressive model (RCA) of the fir...
We propose a test for the null of strict stationarity in a Random Coefficient AutoRe-gression (RCAR)...
Jury: P. Bougerol (rapporteur), C. Goldie (rapporteur), Y. Guivarc'h (président), X. Guyon (examinat...
A random coefficient autoregressive process for count data based on a generalized thinning operator ...
In this paper the large sample behaviour of the sample autocorrelation matrix Rn(h), (h being the la...
summary:Let $X_1,\ldots,X_N$ be a finite part of the normal $p$-dimensional autoregressive series ge...
summary:The paper is devoted to the spectrum of multivariate randomly sampled autoregressive moving-...
This paper proposes a new approach to analyze multiple vector autoregressive (VAR) models that rende...
In this paper the (strict and weak) stationarity of threshold autoregressive moving average models i...
We investigate the estimation of parameters in the random coefficient autoregressive (RCA) model X ...