Abstract
If q = 0, then X t is also called an autoregressive process of order p, or AR(p) process. If p = 0, then X t is also called a moving average process of order p, or MA(q) process.
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Beran, J. (2017). Univariate ARMA Processes. In: Mathematical Foundations of Time Series Analysis. Springer, Cham. https://doi.org/10.1007/978-3-319-74380-6_6
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DOI: https://doi.org/10.1007/978-3-319-74380-6_6
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