Book chapter

Title:
Random Coefficient AR(1) Process
Authors:
A. Koubková
Publication:
Transactions of the Tenth Prague Conference on Information Theory, Statistical Decision Functions, Random Processes: held at Prague, from July 7 to 11, 1986
Year:
1988
ISBN:
978-94-010-9913-4
Link:
https://doi.org/10.1007/978-94-010-9913-4_6

Abstract:
One special model of AR(1) series with time-dependent random coefficients is investigated. Conditions for stationarity and explicit forms of its covariance function and spectral density are derived.

BibTeX:
@incollection{koubkova_random_1988,
    title = {{Random Coefficient AR(1) Process}},
    author = {Koubková, Alena},
    year = {1988},
    booktitle = {{Transactions of the Tenth Prague Conference on Information Theory, Statistical Decision Functions, Random Processes: held at Prague, from July 7 to 11, 1986}},
    editor = {Vísek, J. A.},
    publisher = {Springer Netherlands},
    series = {{Transactions of the Tenth Prague Conference on Information Theory, Statistical Decision Functions, Random Processes}},
    location = {Dordrecht},
    doi = {10.1007/978-94-010-9913-4_6},
    isbn = {978-94-010-9913-4},
    pages = {51--58},
    url = {https://doi.org/10.1007/978-94-010-9913-4_6},
}