Autoregressions with constant parameters are special cases of a general iterative process which, in this paper, is given explicit form. No restriction is imposed to the process of variation of the random variable which is permitted to suffer both continuous variations and/or discrete jumps. As a consequence, the general autoregression assumes the same form of the iterative solution of an appropriate integral (master) equation. The procedure which leads to this conclusion is simple but not so direct and requires a special expedient that in this paper is discussed in detail.
|Autori interni:||BRAGLIA, MARCELLO|
|Titolo:||A study of non-linear regressive processes. Integral theory|
|Anno del prodotto:||1996|
|Digital Object Identifier (DOI):||10.1007/BF02453783|
|Appare nelle tipologie:||1.1 Articolo in rivista|