The uniform autoregressive process of the second order (UAR(2))

✍ Scribed by Miroslav M. Ristić; Biljana Č. Popović

• Book ID: 104301848
• Publisher: Elsevier Science
• Year: 2002
• Tongue: English
• Weight: 97 KB
• Volume: 57
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(02)00053-6

✦ Synopsis

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.