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- W2029120521 abstract "In this note we deal with the stochastic difference equation of the form Y n +1 = A n Y n + B n , n ∊ℤ, where the sequence is assumed to be strictly stationary and ergodic. By means of simple arguments a unique stationary solution of this equation is constructed. The stability of the stationary solution is the second subject of investigation. It is shown that under some additional assumptions" @default.
- W2029120521 created "2016-06-24" @default.
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- W2029120521 date "1986-03-01" @default.
- W2029120521 modified "2023-09-29" @default.
- W2029120521 title "The stochastic equation <i>Y<sub>n</sub></i><sub>+1</sub>=<i>A<sub>n</sub>Y<sub>n</sub> + B<sub>n</sub></i> with stationary coefficients" @default.
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- W2029120521 doi "https://doi.org/10.2307/1427243" @default.
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