A further note on the stationarity and invertibility restraints on the parameters of mixed autoregressive moving average processes

DOI10.1007/BF02932906zbMath0347.62066OpenAlexW2105803159MaRDI QIDQ4117265

Oliver D. Anderson

Publication date: 1977

Published in: Statistische Hefte (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02932906

Mathematics Subject Classification ID

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

Cites Work

• The recursive nature of the stationarity and invertibility restraints on the parameters of mixed autoregressive-moving average processes
• On the inverse of the autocovariance matrix for a general moving average process

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