Matrix representation of BUAR(1)
We consider the bivariate first order stationary autoregressive process {W t }, W t = M t Wt−1+ε(t) with uniform marginal distribution defined by Ristić and Popović. We pay our attention onto the proving procedure specified by Nicholls and Quinn.
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| Veröffentlicht in: | Filomat 2001-01, Vol.15, p.233-238 |
|---|---|
| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | eng |
| Online-Zugang: | Volltext |
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| Zusammenfassung: | We consider the bivariate first order stationary autoregressive process {W
t
}, W
t
= M
t
Wt−1+ε(t) with uniform marginal distribution defined by Ristić and Popović. We pay our attention onto the proving procedure specified by Nicholls and Quinn. |
|---|---|
| ISSN: | 0354-5180 2406-0933 |