On the Multiple Autoregressive Series
Andel, Jiri
Ann. Math. Statist., Tome 42 (1971) no. 6, p. 755-759 / Harvested from Project Euclid
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This paper deals with the finite part of multiple autoregressive series. The conditions of stationarity are derived and the inverse of the covariance matrix is evaluated (without assumption of stationarity).
Publié le : 1971-04-14
Classification:  
@article{1177693425,
     author = {Andel, Jiri},
     title = {On the Multiple Autoregressive Series},
     journal = {Ann. Math. Statist.},
     volume = {42},
     number = {6},
     year = {1971},
     pages = { 755-759},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177693425}
}

Andel, Jiri. On the Multiple Autoregressive Series. Ann. Math. Statist., Tome 42 (1971) no. 6, pp.  755-759. http://gdmltest.u-ga.fr/item/1177693425/