A note on Anderson's note on a stationary autoregressive process
Radosław Kala
Discussiones Mathematicae Probability and Statistics, Tome 30 (2010), p. 237-239 / Harvested from The Polish Digital Mathematics Library
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A form of the covariance matrix of a weakly stationary first-order autoregressive process is established.

Publié le : 2010-01-01
EUDML-ID : urn:eudml:doc:277061 
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Radosław Kala. A note on Anderson's note on a stationary autoregressive process. Discussiones Mathematicae Probability and Statistics, Tome 30 (2010) pp. 237-239. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1130/

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[002] [3] A.D. Harville, Matrix Algebra From a Statistician's Perspective, Springer, New York 1997. | Zbl 0881.15001

[003] [4] T.W. Anderson, The Statistical Analysis of Time Series, Wiley, New York 1971. | Zbl 0225.62108