Nicholls, D. F.; Quinn, B. G. - In: Journal of Multivariate Analysis 11 (1981) 2, pp. 185-198
This paper derives conditions for the stationarity of a class of multiple autoregressive models with random coefficients. The models considered include as special cases those previously discussed by Andel (Ann. Math. Statist.42 (1971), 755-759; Math. Operationsforsch. Statist.7 (1976), 735-741).