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Regions of autocorrelation coefficients in AR(p) and EX(p) processes

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References

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Authors and Affiliations

  1. Tokyo Metropolitan University, Tokyo, Japan

    Toshinao Nakatsuka

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  1. Toshinao Nakatsuka
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Nakatsuka, T. Regions of autocorrelation coefficients in AR(p) and EX(p) processes. Ann Inst Stat Math 30, 315–319 (1978). https://doi.org/10.1007/BF02480221

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  • DOI: https://doi.org/10.1007/BF02480221

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