๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

AUTOREGRESSIVE PROCESSES WITH NORMAL STATIONARY DISTRIBUTIONS

โœ Scribed by Joseph D. Petruccelli


Book ID
111039585
Publisher
John Wiley and Sons
Year
1989
Tongue
English
Weight
217 KB
Volume
10
Category
Article
ISSN
0143-9782

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Simulation of a stationary autoregressio
โœ Eddie McKenzie ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 257 KB

Simulating a stationary AR(p), Xt -~'t ~Xt ~ +Z, when the innovations {Z,} are assumed to be i.i.d, is straightforward. Starting the process in the stationary state, however, requires generation of (X1,X~ ..... Xp) from the stationary p-dimensional distribution. When Zt is normal this may be achieve