Open AccessA random coefficient autoregressive model RCAR(1)model
Author(s) -
Vesna Cojbasic
Publication year - 2004
Publication title -
publikacija elektrotehnickog fakulteta - serija matematika
Language(s) - English
Resource type - Journals
eISSN - 2406-0852
pISSN - 0353-8893
DOI - 10.2298/petf0415045c
Subject(s) - autoregressive model , monte carlo method , statistical physics , mathematics , statistics , physics
A first order autoregressive model AR(1) with random coefficients is considered in this paper. Properties for such models are found. Some results of simulations Monte Carlo are reported.
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