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Nonstationary Yule-Walker equations

  • Published:1983-06 Issue:4 Volume:1 Page:189-195
  • ISSN:0167-7152
  • Container-title:Statistics & Probability Letters
  • language:en
  • Short-container-title:Statistics & Probability Letters

Author:

Hallin Marc,Ingenbleek Jean-François

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference16 articles.

1. Time Series Analysis;Box,1976

2. Autorégression avec écrêtement;De Falguerolles;Rev. Statist. Appl.,1979

3. Mixed autoregressive-moving average multi-variate processes with time-dependent coefficients;Hallin;J. Multivariate Anal.,1979

4. Invertibility and generalized invertibility of time series models;Hallin;J. Roy. Statist. Soc. Ser. B,1980

5. Nonstationary first-order moving average processes: The model-building problem;Hallin,1981

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