%0 Journal Article %T Solutions to the recurrence relation u n+1 = v n+1 + u n v n in terms of Bell polynomials %A Christopher S. Withers %A Saralees Nadarajah %J Computational and Applied Mathematics %D 2012 %I %R 10.1590/s1807-03022012000200002 %X 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 ¡Ù 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. %K autoregressive processes %K Bell polynomials %K convolution %K maximum %U http://www.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022012000200002