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).
Citation
Jiri Andel. "On the Multiple Autoregressive Series." Ann. Math. Statist. 42 (2) 755 - 759, April, 1971. https://doi.org/10.1214/aoms/1177693425
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