A note on Andersen's note on a stationary autoregressive process

DOI10.7151/DMPS.1130MaRDI QIDQ3099285zbMATH OpenOpenAlexFDO

Authors Radosław Kala

Publication date 1 December 2011

Published in Discussiones Mathematicae Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.7151/dmps.1130

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cited in

(1)

• Necessary and sufficient conditions for AR vector processes to be stationary: applications in information theory and in statistical signal processing

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