On the inversion of an autoregressive process of finite order

DOI10.20948/mathmontis-2023-57-2OpenAlexW4387423385MaRDI QIDQ6061557

Unnamed Author, Unnamed Author, Mouloud Goubi

Publication date: 8 December 2023

Published in: Mathematica Montisnigri (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.20948/mathmontis-2023-57-2

zbMATH Keywords

generating functionstime seriesmoving average processBell polynomialsautoregressive processauto-covariance function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Exact enumeration problems, generating functions (05A15) Bell and Stirling numbers (11B73)

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