On the invertibility conditions for moving average processes

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Publication:4188622

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DOI10.1080/02331887808801452zbMath0403.62064OpenAlexW1978137035MaRDI QIDQ4188622

Oliver D. Anderson

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1080/02331887808801452

zbMATH Keywords

Autoregressive Processes Rouche's Theorem Acceptability Conditions Invertibility Conditions Moving Average Processes Stationarity Results

Mathematics Subject Classification ID

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

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