A RANDOM PARAMETER PROCESS FOR MODELING AND FORECASTING TIME SERIES
- 1 March 1986
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 7 (2), 105-115
- https://doi.org/10.1111/j.1467-9892.1986.tb00488.x
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Random Coefficient Autoregressive Models: An IntroductionLecture Notes in Statistics, 1982
- THE ESTIMATION OF RANDOM COEFFICIENT AUTOGRESSIVE MODELS. IIJournal of Time Series Analysis, 1981
- THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. IJournal of Time Series Analysis, 1980
- Autoregressive series with random parametersMathematische Operationsforschung und Statistik, 1976