ON THE STATIONARITY OF MULTIPLE AUTOREGRESSIVE APPROXIMANTS - THEORY AND ALGORITHMS Academic Article uri icon

abstract

  • Numerical methods are presented for determining the stability of a multiple autoregressive scheme. The question of stability is important in prediction theory, and the methods for determining stability are such that they yield information which is very useful for fitting time series models to data. 1981, Taylor & Francis Group, LLC. All rights reserved.

published proceedings

  • JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION

author list (cited authors)

  • NEWTON, H. J., & PAGANO, M.

citation count

  • 1

complete list of authors

  • NEWTON, HJ||PAGANO, M

publication date

  • January 1981