Non-negative linear processes

DOI10.21136/AM.1991.104466zbMath0737.62073OpenAlexW1880923643MaRDI QIDQ1182072

Martin Anděl

Publication date: 27 June 1992

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/15679

zbMATH Keywords

linear processautoregressive modelAR(1)AR(2)non-negative processstrict white noise

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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