Non-negative linear processes /
Conditions under which the linear process is non-negative are investigated in the paper. In the definition of the linear process a strict white noise is used. Explicit results are presented also for the models AR(1) and AR(2).
| Hlavní autor: |
Anděl, Martin
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Autor )
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| Typ dokumentu: | Článek |
| Jazyk: |
angličtina |
| ISSN: | 0862-7940 |
| Zdroj: | Applications of mathematics: Vol. 36, no. 4 (1991) s. 277-283. |
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| Externí odkaz: |
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