A bivariate uniform autoregressive process
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Publication:1880995
DOI10.1007/BF02523393zbMath1047.62080MaRDI QIDQ1880995
Biljana Č. Popović, Miroslav M. Ristić
Publication date: 27 September 2004
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02523393
second-order; autocovariance; first-order; autocorrelation matrix; bivariate uniform autoregressive process; new uniform autoregressive process
62H12: Estimation in multivariate analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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