Resumen

WITHERS, Christopher S.  y  NADARAJAH, Saralees. Solutions to the recurrence relation u_n+1 = v_n+1 + u_n ⊗ v_n in terms of Bell polynomials. Comput. Appl. Math. [online]. 2011, vol.30, n.3, pp. 613-626. ISSN 1807-0302.  http://dx.doi.org/10.1590/S1807-03022011000300007.

Motivated by time series analysis, we consider the problem of solving the recurrence relation u_n+1 = v_n+1 +u_n⊗v_n for n ≠ 0 and u_n, given the sequence v_n. A solution is given as a Bell polynomial. When v_n can be written as a weighted sum of nth powers, then the solution u_n also takes this form. Mathematical subject classification: 33E99.

Palabras llave : autoregressive processes; bell polynomials; convolution; maximum.