On the inversion of an autoregressive process of finite order
From MaRDI portal
Publication:6061557
DOI10.20948/mathmontis-2023-57-2OpenAlexW4387423385MaRDI QIDQ6061557
Unnamed Author, Unnamed Author, Mouloud Goubi
Publication date: 8 December 2023
Published in: Mathematica Montisnigri (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.20948/mathmontis-2023-57-2
generating functionstime seriesmoving average processBell polynomialsautoregressive processauto-covariance function
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Exact enumeration problems, generating functions (05A15) Bell and Stirling numbers (11B73)
This page was built for publication: On the inversion of an autoregressive process of finite order