# 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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topRadosław Kala. "A note on Anderson's note on a stationary autoregressive process." Discussiones Mathematicae Probability and Statistics 30.2 (2010): 237-239. <http://eudml.org/doc/277061>.

@article{RadosławKala2010,

abstract = {A form of the covariance matrix of a weakly stationary first-order autoregressive process is established.},

author = {Radosław Kala},

journal = {Discussiones Mathematicae Probability and Statistics},

keywords = {spectral radius; stationarity; covariance matrix},

language = {eng},

number = {2},

pages = {237-239},

title = {A note on Anderson's note on a stationary autoregressive process},

url = {http://eudml.org/doc/277061},

volume = {30},

year = {2010},

}

TY - JOUR

AU - Radosław Kala

TI - A note on Anderson's note on a stationary autoregressive process

JO - Discussiones Mathematicae Probability and Statistics

PY - 2010

VL - 30

IS - 2

SP - 237

EP - 239

AB - A form of the covariance matrix of a weakly stationary first-order autoregressive process is established.

LA - eng

KW - spectral radius; stationarity; covariance matrix

UR - http://eudml.org/doc/277061

ER -

## References

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

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