Some simple remarks on an autoregressive scheme and an implied problem

DOI10.1023/A:1022604315045zbMath0895.60039OpenAlexW31204213MaRDI QIDQ1368989

Murray Rosenblatt

Publication date: 8 September 1998

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022604315045

zbMATH Keywords

Markov processstationary processesautoregressive system

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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