The uniform autoregressive process of th
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Miroslav M. RistiΔ; Biljana Δ. PopoviΔ
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Article
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2002
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Elsevier Science
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English
β 97 KB
We introduce a stationary uniform autoregressive process of second order. Spectral density, autocovariance and autocorrelation functions are derived. The unknown parameters of this model are estimated by the conditional least squares.