Open Access
August, 1972 Symmetric and Reversed Multiple Stationary Autoregressive Series
Jiri Andel
Ann. Math. Statist. 43(4): 1197-1203 (August, 1972). DOI: 10.1214/aoms/1177692471


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.


Download Citation

Jiri Andel. "Symmetric and Reversed Multiple Stationary Autoregressive Series." Ann. Math. Statist. 43 (4) 1197 - 1203, August, 1972.


Published: August, 1972
First available in Project Euclid: 27 April 2007

zbMATH: 0243.60022
MathSciNet: MR331678
Digital Object Identifier: 10.1214/aoms/1177692471

Rights: Copyright © 1972 Institute of Mathematical Statistics

Vol.43 • No. 4 • August, 1972
Back to Top