371 research outputs found
Limiting distributions for explosive PAR(1) time series with strongly mixing innovation
This work deals with the limiting distribution of the least squares
estimators of the coefficients a r of an explosive periodic autoregressive of
order 1 (PAR(1)) time series X r = a r X r--1 +u r when the innovation {u k }
is strongly mixing. More precisely {a r } is a periodic sequence of real
numbers with period P \textgreater{} 0 and such that P r=1 |a r |
\textgreater{} 1. The time series {u r } is periodically distributed with the
same period P and satisfies the strong mixing property, so the random variables
u r can be correlated
Software Reliability Modelling and Identification
contributions by S. Bittanti, P. Bolzern, C. Ghezzi, B. Littlewood, A. Morzenti, J. Musa, M. Pezzé, E. Pedrotti, M. Pozzi, R. Scattolin
Count Riccati and the Early Days of the Riccati Equation
contributions by S. BITTANTI, L. EULER, J. LIOUVILLE, J. F. RICCAT
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