Stationarity conditions for stochastic processes of the autoregressive and moving-average type
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Publication:3236130
DOI10.1093/biomet/43.1-2.215zbMath0072.35501OpenAlexW1998317269MaRDI QIDQ3236130
Publication date: 1956
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/43.1-2.215
Related Items (6)
CHECKING STATIONARITY AND INVERTIBILITY IN TIME SERIES MODELS—FINDING THE INVERTIBLE FORM IN THE VECTOR CASE ⋮ THE SIZE OF THE STATIONARITY AND INVERTIBILITY REGION OF AN AUTOREGRESSIVE-MOVING AVERAGE PROCESS ⋮ Generalized Levinson-Durbin sequences, binomial coefficients and autoregressive estimation ⋮ On the parametrization of autoregressive models by partial autocorrelations ⋮ Full maximum likelihood estimation of second-order autoregressive error models ⋮ Mathematical and statistical details on the simulation of Markoff-type stochastic processes on an electronic computer
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