On the symmetric bilateral AR processes
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ByoungSeon Choi
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Article
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1998
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Elsevier Science
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English
โ 169 KB
It is shown that a bilateral AR(BAR) process can be represented by a symmetric BAR model. A sufficient condition is presented to determine the symmetric BAR model uniquely. Under the same condition a symmetric BAR process can be represented by a symmetric bilateral MA model of order c~. Also, an eas