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Solutions to the recurrence relation u n+1 = v n+1 + u n v n in terms of Bell polynomialsDOI: 10.1590/s1807-03022012000200002 Keywords: autoregressive processes , Bell polynomials , convolution , maximum Abstract: 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.
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