Geodesic
A note on Anderson's note on a stationary autoregressive process
Discussiones Mathematicae. Probability and Statistics, Tome 30 (2010) no. 2, pp. 237-239
Cet article a éte moissonné depuis la source Library of Science

Voir la notice de l'article

A form of the covariance matrix of a weakly stationary first-order autoregressive process is established.
Keywords: spectral radius, stationarity, covariance matrix 
@article{DMPS_2010_30_2_a4,
     author = {Kala, Rados{\l}aw},
     title = {A note on {Anderson's} note on a stationary autoregressive process},
     journal = {Discussiones Mathematicae. Probability and Statistics},
     pages = {237--239},
     year = {2010},
     volume = {30},
     number = {2},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/DMPS_2010_30_2_a4/}
}
TY  - JOUR
AU  - Kala, Radosław
TI  - A note on Anderson's note on a stationary autoregressive process
JO  - Discussiones Mathematicae. Probability and Statistics
PY  - 2010
SP  - 237
EP  - 239
VL  - 30
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/DMPS_2010_30_2_a4/
LA  - en
ID  - DMPS_2010_30_2_a4
ER  - 
%0 Journal Article
%A Kala, Radosław
%T A note on Anderson's note on a stationary autoregressive process
%J Discussiones Mathematicae. Probability and Statistics
%D 2010
%P 237-239
%V 30
%N 2
%U http://geodesic.mathdoc.fr/item/DMPS_2010_30_2_a4/
%G en
%F DMPS_2010_30_2_a4
Kala, Radosław. A note on Anderson's note on a stationary autoregressive process. Discussiones Mathematicae. Probability and Statistics, Tome 30 (2010) no. 2, pp. 237-239. http://geodesic.mathdoc.fr/item/DMPS_2010_30_2_a4/

[1] T.W. Anderson, A note on a vector-variate normal distribution and a stationary autoregressive process, J. Multivariate Anal. 72 (2000), 149-150.

[2] T.T. Nguyen, A note on matrix variate normal distribution, J. Multivariate Anal. 60 (1997), 148-153.

[3] A.D. Harville, Matrix Algebra From a Statistician's Perspective, Springer, New York 1997.

[4] T.W. Anderson, The Statistical Analysis of Time Series, Wiley, New York 1971.