Non-negative linear processes
Anděl, Martin
Applications of Mathematics, Tome 36 (1991), p. 277-283 / Harvested from Czech Digital Mathematics Library
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Conditions under which the linear process is non-negative are investigated in the paper. In the definition of the linear process a strict white noise is used. Explicit results are presented also for the models AR(1) and AR(2).

Publié le : 1991-01-01
Classification:  60G10,  62M10 
@article{104466,
     author = {Martin And\v el},
     title = {Non-negative linear processes},
     journal = {Applications of Mathematics},
     volume = {36},
     year = {1991},
     pages = {277-283},
     zbl = {0737.62073},
     mrnumber = {1113951},
     language = {en},
     url = {http://dml.mathdoc.fr/item/104466}
}

Anděl, Martin. Non-negative linear processes. Applications of Mathematics, Tome 36 (1991) pp. 277-283. http://gdmltest.u-ga.fr/item/104466/

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J. Anděl V. Dupač An extension of the Borel lemma, CMUC 32 (1989), 405-407. (1989) | MR 1014141