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I have a model (autoregressive model) described as follows:

Y(n)=Y(n-1)*c

This model in math, is it considered non-linear? In DSP (digital signal processing), it is called autoregressive.

Why in math, this model is not studied? Or, what is the name of the topic discussing this model? (i want to explore more about this topic but can't find in math books).

thanks

Y(n)=Y(n-1)*c

This model in math, is it considered non-linear? In DSP (digital signal processing), it is called autoregressive.

Why in math, this model is not studied? Or, what is the name of the topic discussing this model? (i want to explore more about this topic but can't find in math books).

thanks

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