| Title:
|
Non-negative linear processes (English) |
| Author:
|
Anděl, Martin |
| Language:
|
English |
| Journal:
|
Applications of Mathematics |
| ISSN:
|
0862-7940 (print) |
| ISSN:
|
1572-9109 (online) |
| Volume:
|
36 |
| Issue:
|
4 |
| Year:
|
1991 |
| Pages:
|
277-283 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
Conditions under which the linear process is non-negative are investigated in the paper. In the definition of the linear process a strict white noise is used. Explicit results are presented also for the models AR(1) and AR(2). (English) |
| Keyword:
|
autoregressive model |
| Keyword:
|
linear process |
| Keyword:
|
non-negative process |
| Keyword:
|
strict white noise |
| MSC:
|
60G10 |
| MSC:
|
62M10 |
| idZBL:
|
Zbl 0737.62073 |
| idMR:
|
MR1113951 |
| DOI:
|
10.21136/AM.1991.104466 |
| . |
| Date available:
|
2008-05-20T18:41:57Z |
| Last updated:
|
2020-07-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/104466 |
| . |
| Reference:
|
[1] J. Anděl: Statistical Analysis of Time Series.(Czech). SNTL Praha 1976. |
| Reference:
|
[2] J. Anděl: AR(1) processes with given moments of marginal distribution.Kybernetika 25 (1989), 337-347. Zbl 0701.62087, MR 1024709 |
| Reference:
|
[3] J. Anděl V. Dupač: An extension of the Borel lemma.CMUC 32 (1989), 405-407. MR 1014141 |
| . |
