STATIONARITY CONDITION FOR AR INDEX PROCESS

DOI10.1017/S0266466606060075zbMATH Open1083.62088MaRDI QIDQ3377441FDOQ3377441

Authors: Eric Iksoon Im, David L. Hammes, Douglas T. Wills 

Publication date: 22 March 2006

Published in: Econometric Theory (Search for Journal in Brave)

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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Eigenvalues, singular values, and eigenvectors (15A18)

Cited In (1)

• On the convexity of the autocorrelation function of an AR(p) process

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