AbstractWe give a characterization of random-coefficient autoregressive processes of order 1, using analytical properties of the transition probabilities. As an example we show that these transition probabilities can be used to find solutions of certain integro-differential equations
In this thesis, we construct ARMA model for random periodic processes. We stress on the mixed period...
In this thesis, we construct ARMA model for random periodic processes. We stress on the mixed period...
AbstractThe present paper deals with reversibility of autoregressive processes of first order, namel...
The random coefficient integer-valued autoregressive process was recently introduced by Zheng, Basaw...
AbstractPhillips and Magdalinos (2007) [1] gave the asymptotic theory for autoregressive time series...
A random coefficient autoregressive process is deeply investigated in which the coefficients are cor...
AbstractThis paper is concerned with establishing conditions under which finite (and then countably ...
AbstractThe paper gives sufficient conditions for the absolute regularity of bilinear models. Our ap...
AbstractThe present paper deals with reversibility of autoregressive processes of first order, namel...
The present paper deals with reversibility of autoregressive processes of first order, namely AR(1)....
AbstractUsing a two stage regression procedure estimates of the unknown parameters of a class of mul...
AbstractPhillips and Magdalinos (2007) [1] gave the asymptotic theory for autoregressive time series...
Increasing additive processes (IAP), i.e. processes with positive independent increments, represent ...
The paper gives sufficient conditions for the absolute regularity of bilinear models. Our approach i...
A random coefficient autoregressive process for count data based on a generalized thinning operator ...
In this thesis, we construct ARMA model for random periodic processes. We stress on the mixed period...
In this thesis, we construct ARMA model for random periodic processes. We stress on the mixed period...
AbstractThe present paper deals with reversibility of autoregressive processes of first order, namel...
The random coefficient integer-valued autoregressive process was recently introduced by Zheng, Basaw...
AbstractPhillips and Magdalinos (2007) [1] gave the asymptotic theory for autoregressive time series...
A random coefficient autoregressive process is deeply investigated in which the coefficients are cor...
AbstractThis paper is concerned with establishing conditions under which finite (and then countably ...
AbstractThe paper gives sufficient conditions for the absolute regularity of bilinear models. Our ap...
AbstractThe present paper deals with reversibility of autoregressive processes of first order, namel...
The present paper deals with reversibility of autoregressive processes of first order, namely AR(1)....
AbstractUsing a two stage regression procedure estimates of the unknown parameters of a class of mul...
AbstractPhillips and Magdalinos (2007) [1] gave the asymptotic theory for autoregressive time series...
Increasing additive processes (IAP), i.e. processes with positive independent increments, represent ...
The paper gives sufficient conditions for the absolute regularity of bilinear models. Our approach i...
A random coefficient autoregressive process for count data based on a generalized thinning operator ...
In this thesis, we construct ARMA model for random periodic processes. We stress on the mixed period...
In this thesis, we construct ARMA model for random periodic processes. We stress on the mixed period...
AbstractThe present paper deals with reversibility of autoregressive processes of first order, namel...
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