Order 1 autoregressive process of finite length
The stochastic processes of finite length defined by recurrence relations request additional relations specifying the first terms of the process analogously to the initial conditions for the differential equations. As a general rule, in time series theory one analyzes only stochastic processes of in...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Publishing House of the Romanian Academy
2007-08-01
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| Series: | Journal of Numerical Analysis and Approximation Theory |
| Subjects: | |
| Online Access: | https://ictp.acad.ro/jnaat/journal/article/view/869 |