Geodesic
Non-negative linear processes
Applications of Mathematics, Tome 36 (1991) no. 4, pp. 277-283.

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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).
DOI : 10.21136/AM.1991.104466
Classification : 60G10, 62M10
Keywords: autoregressive model; linear process; non-negative process; strict white noise 
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     author = {And\v{e}l, Martin},
     title = {Non-negative linear processes},
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     url = {http://geodesic.mathdoc.fr/articles/10.21136/AM.1991.104466/}
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Anděl, Martin. Non-negative linear processes. Applications of Mathematics, Tome 36 (1991) no. 4, pp. 277-283. doi : 10.21136/AM.1991.104466. http://geodesic.mathdoc.fr/articles/10.21136/AM.1991.104466/

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