. . "On calculation of stationary density of autoregressive processes" . . . "On calculation of stationary density of autoregressive processes"@en . . "720329" . . "RIV/44555601:13510/00:00001319" . "And\u011Bl, Ji\u0159\u00ED" . . . "On calculation of stationary density of autoregressive processes" . . "9"^^ . "36" . . "On calculation of stationary density of autoregressive processes"@en . "2"^^ . "Autoregression, stationary density."@en . "[6DF88C720B30]" . "0"^^ . "13510" . "0"^^ . "2"^^ . . "0023-5954" . "311-319" . . . "Hrach, Karel" . . "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 . "Kybernetika" . "P(GA201/00/0770), P(GA201/97/1176)" . "RIV/44555601:13510/00:00001319!RIV/2002/GA0/135102/N" . . . "CZ - \u010Cesk\u00E1 republika" . "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." . "3" .