On the Multiple Autoregressive Series

Jiri Andel

doi:10.1214/aoms/1177693425

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Home > Journals > Ann. Math. Statist. > Volume 42 > Issue 2 > Article

April, 1971 On the Multiple Autoregressive Series

Jiri Andel

Ann. Math. Statist. 42(2): 755-759 (April, 1971). DOI: 10.1214/aoms/1177693425

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Abstract

This paper deals with the finite part of multiple autoregressive series. The conditions of stationarity are derived and the inverse of the covariance matrix is evaluated (without assumption of stationarity).