Simulation of a stationary autoregression: A characterization of the normal distribution

DOI10.1016/S0378-3758(97)00022-0zbMath0884.62020OpenAlexW2074278932MaRDI QIDQ1372412

Eddie McKenzie

Publication date: 5 April 1998

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(97)00022-0

zbMATH Keywords

characterizationnormal distributionstationary \(\text{AR} (p)\)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Characterization and structure theory of statistical distributions (62E10)

Cites Work

• A characterization problem in stationary time series
• The Fitting of Time-Series Models
• First-order autoregressive gamma sequences and point processes
• Time-reversibility of linear stochastic processes
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