Abstract
Let $\{X_t\}$ be a $p$-dimensional stationary autoregressive series. The main result is the determination of the autoregressive matrices of the series which is reversed in time with respect to $\{X_t\}$. The series which is reversed with respect to itself is called symmetric. The conditions for the symmetry of $\{X_t\}$ are given in the paper. The inverse of the covariance matrix is evaluated for the finite part of the symmetric autoregressive series.
Citation
Jiri Andel. "Symmetric and Reversed Multiple Stationary Autoregressive Series." Ann. Math. Statist. 43 (4) 1197 - 1203, August, 1972. https://doi.org/10.1214/aoms/1177692471
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