A note on Anderson's note on a stationary autoregressive process
Discussiones Mathematicae Probability and Statistics (2010)
- Volume: 30, Issue: 2, page 237-239
- ISSN: 1509-9423
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top- [1] T.W. Anderson, A note on a vector-variate normal distribution and a stationary autoregressive process, J. Multivariate Anal. 72 (2000), 149-150. Zbl0976.62085
- [2] T.T. Nguyen, A note on matrix variate normal distribution, J. Multivariate Anal. 60 (1997), 148-153. Zbl0883.62050
- [3] A.D. Harville, Matrix Algebra From a Statistician's Perspective, Springer, New York 1997. Zbl0881.15001
- [4] T.W. Anderson, The Statistical Analysis of Time Series, Wiley, New York 1971. Zbl0225.62108