Perturbation analysis in non-stationary ar(1) time series

Reza Habibi, Hamed Habibi


This paper studies the application of perturbation analysis in approximating non-stationary first order autoregressive . Asymptoticresults using perturbation analysis are given. Error analysis shows that our method works well. Some simulation results are also given.

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Reza Habibi, Hamed Habibi, Perturbation analysis in non-stationary ar(1) time series, Eng. Math. Lett., 1 (2012), 1-5

Copyright © 2012 Reza Habibi, Hamed Habibi. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Engineering Mathematics Letters

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