Moving-average representation of autoregressive approximations

DOI10.1016/0304-4149(95)00061-5zbMath0847.60027OpenAlexW2066778934MaRDI QIDQ1910902

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Publication date: 24 September 1996

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00061-5

zbMATH Keywords

time serieslinear processimpulse response functionautoregressive approximation

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) General second-order stochastic processes (60G12)

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