Multiple autoregressive models with random coefficients
- 1 June 1981
- journal article
- Published by Elsevier in Journal of Multivariate Analysis
- Vol. 11 (2) , 185-198
- https://doi.org/10.1016/0047-259x(81)90108-1
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Autoregressive series with random parametersMathematische Operationsforschung und Statistik, 1976
- On the Multiple Autoregressive SeriesThe Annals of Mathematical Statistics, 1971
- Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix ProductsJournal of the American Statistical Association, 1969