A useful reparameterization for second‐order autoregressive processes

DOI10.1080/0020739790100304zbMath0413.62076OpenAlexW2054864568MaRDI QIDQ3048116

Ian T. Jolliffe

Publication date: 1979

Published in: International Journal of Mathematical Education in Science and Technology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0020739790100304

zbMATH Keywords

time seriesreparametrizationsecond-order autoregressive processes

Mathematics Subject Classification ID

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

Cites Work

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