Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1145258 | Journal of Multivariate Analysis | 2016 | 20 Pages |
Abstract
Let YnYn be an autoregressive process of order pp. With pp distinct characteristic roots, YnYn can be decomposed into or expressed as a linear combination of pp first order autoregressive processes. For the case of multiple characteristic roots, YnYn with s
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Michael J. Monsour,