Non-negative linear processes

Anděl, Martin. "Non-negative linear processes." Applications of Mathematics 36.4 (1991): 277-283. <http://eudml.org/doc/15679>.

@article{Anděl1991,
abstract = {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).},
author = {Anděl, Martin},
journal = {Applications of Mathematics},
keywords = {autoregressive model; linear process; non-negative process; strict white noise; linear process; strict white noise; AR(1); AR(2); autoregressive model; non-negative process},
language = {eng},
number = {4},
pages = {277-283},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Non-negative linear processes},
url = {http://eudml.org/doc/15679},
volume = {36},
year = {1991},
}

TY - JOUR
AU - Anděl, Martin
TI - Non-negative linear processes
JO - Applications of Mathematics
PY - 1991
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 36
IS - 4
SP - 277
EP - 283
AB - 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).
LA - eng
KW - autoregressive model; linear process; non-negative process; strict white noise; linear process; strict white noise; AR(1); AR(2); autoregressive model; non-negative process
UR - http://eudml.org/doc/15679
ER -