About: On calculation of stationary density of autoregressive processes

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An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	An iterative procedure for computation of stationary density of AR processes is proposed. On an example with exponentially distributed white noise it is demonstrated that the procedure converges geometrically fast. The AR (1) and AR (2) models are analyzed in detail. An iterative procedure for computation of stationary density of AR processes is proposed. On an example with exponentially distributed white noise it is demonstrated that the procedure converges geometrically fast. The AR (1) and AR (2) models are analyzed in detail. (en)
Title	On calculation of stationary density of autoregressive processes On calculation of stationary density of autoregressive processes (en)
skos:prefLabel	On calculation of stationary density of autoregressive processes On calculation of stationary density of autoregressive processes (en)
skos:notation	RIV/44555601:13510/00:00001319!RIV/2002/GA0/135102/N
http://linked.open.../vavai/riv/strany	311-319
http://linked.open...avai/riv/aktivita	P
http://linked.open...avai/riv/aktivity	P(GA201/00/0770), P(GA201/97/1176)
http://linked.open...iv/cisloPeriodika	3
http://linked.open...vai/riv/dodaniDat	2002
http://linked.open...aciTvurceVysledku	Anděl, Jiří Hrach, Karel
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Univerzita Jana Evangelisty Purkyně v Ústí nad Labem / Fakulta sociálně ekonomická
http://linked.open...dnocenehoVysledku	720329
http://linked.open...ai/riv/idVysledku	RIV/44555601:13510/00:00001319
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Autoregression, stationary density. (en)
http://linked.open.../riv/klicoveSlovo	Autoregression stationary density.
http://linked.open...odStatuVydavatele	CZ - Česká republika
http://linked.open...ontrolniKodProRIV	[6DF88C720B30]
http://linked.open...i/riv/nazevZdroje	Kybernetika
http://linked.open...in/vavai/riv/obor	BB
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...ocetUcastnikuAkce	0 (xsd:int)
http://linked.open...nichUcastnikuAkce	0 (xsd:int)
http://linked.open...vavai/riv/projekt	Time series and their applications Time series and related models
http://linked.open...UplatneniVysledku	2000
http://linked.open...v/svazekPeriodika	36
http://linked.open...iv/tvurceVysledku	Anděl, Jiří Hrach, Karel
issn	0023-5954
number of pages	9 (xsd:int)
http://localhost/t...ganizacniJednotka	13510

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