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A bivariate uniform autoregressive process

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Abstract

We define the bivariate first order stationary autoregressive process {(X n ,Y n )} with uniform marginal distribution where {X n } and {Y n } are the two stationary sequences with uniformU(0, 1) marginal distributions. We also estimate the unknown parameters of the model.

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Authors and Affiliations

  1. Department of Matheaatics, Faculty of Sciences and Mathematics, Višegradska 33, 18000, Niš, Yugoslavia

    Miroslav M. Ristić & Biljana Č. Popović

Authors
  1. Miroslav M. Ristić
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  2. Biljana Č. Popović
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Ristić, M.M., Popović, B.Č. A bivariate uniform autoregressive process. Ann Inst Stat Math 55, 797–802 (2003). https://doi.org/10.1007/BF02523393

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  • DOI: https://doi.org/10.1007/BF02523393

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