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AUTOREGRESSIVE PROCESSES WITH NORMAL STATIONARY DISTRIBUTIONS

 

作者: Joseph D. Petruccelli,  

 

期刊: Journal of Time Series Analysis  （WILEY Available online 1989）
卷期: Volume 10, issue 1  

页码: 65-70

 

ISSN:0143-9782

 

年代: 1989

 

DOI:10.1111/j.1467-9892.1989.tb00015.x

 

出版商: Blackwell Publishing Ltd

 

关键词: AR processes;stationary distribution

 

数据来源: WILEY

 

摘要:

Abstract.For the strictly stationary AR(k) processZt=Λ(Zt‐1) +αt, withΛ:Rk→R,Zt‐1= [Zt‐1,Zt‐2,…,Zt‐k] and {αt} an independent identically distributed white noise process, we partially characterize theΛfor which the stationary distribu

 

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