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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

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✦ 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.


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