RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS

JOURNAL ARTICLE published January 1985 in Journal of Time Series Analysis

Authors: Paul D. Feigin | Richard L. Tweedie

Correction to: Random Coefficient Autoregressive Processes: a Markov Chain Analysis of Stationarity and Finiteness of Moments by Paul D. Feigin and Richard L. Tweedie J. Time Series Anal., Vol. 6, No. 1 (1985)

JOURNAL ARTICLE published November 2020 in Journal of Time Series Analysis

Authors: Paul D. Feigin

Continuous Time Processes

BOOK CHAPTER published 2003 in Image Analysis, Random Fields and Markov Chain Monte Carlo Methods

Authors: Gerhard Winkler

TESTING FOR CYCLICAL NON‐STATIONARITY IN AUTOREGRESSIVE PROCESSES

JOURNAL ARTICLE published March 1997 in Journal of Time Series Analysis

Authors: Robert M. Kunst

Parameter change test for random coefficient integer‐valued autoregressive processes with application to polio data analysis

JOURNAL ARTICLE published March 2009 in Journal of Time Series Analysis

Authors: Jiwon Kang | Sangyeol Lee

Testing for strict stationarity in a random coefficient autoregressive model

JOURNAL ARTICLE published 16 March 2021 in Econometric Reviews

Authors: Lorenzo Trapani

Inference for pth‐order random coefficient integer‐valued autoregressive processes

JOURNAL ARTICLE published May 2006 in Journal of Time Series Analysis

Authors: Haitao Zheng | Ishwar V. Basawa | Somnath Datta

Tweedie compound Poisson model with first order autoregressive time random effect

JOURNAL ARTICLE published 2020 in Communications in Mathematical Biology and Neuroscience

Stationarity and Stability

BOOK CHAPTER published 1982 in Random Coefficient Autoregressive Models: An Introduction

Authors: Des F. Nicholls | Barry G. Quinn

Stationarity of the Markov chain

BOOK CHAPTER published 27 April 1990 in Sequential Analysis

Reversible Jump Markov Chain Monte Carlo Strategies for Bayesian Model Selection in Autoregressive Processes

JOURNAL ARTICLE published November 2004 in Journal of Time Series Analysis

Authors: J. Vermaak | C. Andrieu | A. Doucet | S. J. Godsill

BOOTSTRAP FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS

JOURNAL ARTICLE published November 2013 in Journal of Time Series Analysis

Authors: Thorsten Fink | Jens‐Peter Kreiss

Runs Test for Stationarity

BOOK CHAPTER published in Field Guide to Probability, Random Processes, and Random Data Analysis

A test for strict stationarity in a random coefficient autoregressive model of order 1

JOURNAL ARTICLE published October 2021 in Statistics & Probability Letters

Authors: Lorenzo Trapani

First-passage-time moments of Markov processes

JOURNAL ARTICLE published December 1985 in Journal of Applied Probability

Authors: David D. Yao

ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES

JOURNAL ARTICLE published March 1992 in Journal of Time Series Analysis

Authors: Peter J. Brockwell | Jian Liu | Richard L. Tweedie

Estimation in Random Coefficient Autoregressive Models

JOURNAL ARTICLE published January 2006 in Journal of Time Series Analysis

Authors: Alexander Aue | Lajos Horváth | Josef Steinebach

First-passage-time moments of Markov processes

JOURNAL ARTICLE published December 1985 in Journal of Applied Probability

Authors: David D. Yao

UNIFIED INTERVAL ESTIMATION FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS

JOURNAL ARTICLE published May 2014 in Journal of Time Series Analysis

Authors: Jonathan Hill | Liang Peng

Semi-Markov processes and continuous-time Markov chains

BOOK CHAPTER published 15 December 2011 in Probability, Random Processes, and Statistical Analysis