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

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MR Zbl
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).
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 
Anděl, Martin. Non-negative linear processes. Applications of Mathematics, Tome 36 (1991) no. 4, pp. 277-283. doi: 10.21136/AM.1991.104466
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[1] J. Anděl: Statistical Analysis of Time Series. (Czech). SNTL Praha 1976.

[2] J. Anděl: AR(1) processes with given moments of marginal distribution. Kybernetika 25 (1989), 337-347. | MR | Zbl

[3] J. Anděl V. Dupač: An extension of the Borel lemma. CMUC 32 (1989), 405-407. | MR

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