18
Views
1
CrossRef citations to date
0
Altmetric
Original Articles

On the stationarity of multiple autoregressive approximants: theory and algorithms

&
Pages 195-208 | Received 11 Apr 1980, Published online: 20 Mar 2007
 

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.

†Research supported in part by ONR grant N00014-78-C-0599.

‡Research supported in part by NTH grant CA-28066.

†Research supported in part by ONR grant N00014-78-C-0599.

‡Research supported in part by NTH grant CA-28066.

Notes

†Research supported in part by ONR grant N00014-78-C-0599.

‡Research supported in part by NTH grant CA-28066.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.