AUTOREGRESSIVE PROCESSES WITH NORMAL STATIONARY DISTRIBUTIONS

DOI10.1111/J.1467-9892.1989.TB00015.XzbMath0673.62076OpenAlexW2082716964MaRDI QIDQ3827440

Joseph D. Petruccelli

Publication date: 1989

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1989.tb00015.x

zbMATH Keywords

normal distributionwhite noisestationary distributionstrictly stationary AR(k) process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Cites Work

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