Solutions of Yule‐Walker equations for singular AR processes

Chen, Weitian; Anderson, Brian D.O.; Deistler, Manfred and Filler, Alexander (2011) Solutions of Yule‐Walker equations for singular AR processes. Journal of Time Series Analysis, 32 (5), pp. 531-538. https://doi.org/10.1111/j.1467-9892.2010.00711.x

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Item Type:	Article in Academic Journal
Keywords:	Singular AR process; minimal norm solution; stationary process;
Classification Codes (e.g. JEL):	C32; C67
Date Deposited:	04 Jun 2020 07:01
Last Modified:	19 Sep 2024 08:53
DOI:	10.1111/j.1467-9892.2010.00711.x
ISSN:	1467-9892
URI:	https://irihs.ihs.ac.at/id/eprint/5345

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