When is an altoregressive scheme stationary

DOI10.1080/03610927308827046zbMath0261.62072OpenAlexW1965832017MaRDI QIDQ5676953

Marcello Pagano

Publication date: 1973

Published in: Communications in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610927308827046

Mathematics Subject Classification ID

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

Related Items (8)

Toeplitz matrices with banded inverses ⋮ Maximum likelihood estimation for linear regression models with autoregressive errors ⋮ On the criterion function for ARMA estimation ⋮ Minimax-robust prediction of discrete time series ⋮ A method for approximate representation of vector-valued time series and its relation to two alternatives ⋮ A note on the derivation of theoretical autocovariances for ARMA models ⋮ Fully Bayesian analysis of ARMA time series models ⋮ On the stationarity of multiple autoregressive approximants: theory and algorithms

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