Journal article
ON THE EXISTENCE OF THE STATIONARY AND ERGODIC NEAR(p) MODEL
Journal of time series analysis, Vol.9(4), pp.319-328
First version received January 1988
07/1988
DOI: 10.1111/j.1467-9892.1988.tb00473.x
Abstract
Abstract. The NEAR(2) model proposed by Lawrance and Lewis in 1985 is generalized to the NEAR(p) model. A necessary and sufficient condition for the existence of an ‘innovation’ sequence and a stationary ergodic process satisfying the NEAR(p) model is derived. It is shown that the ‘innovation’ sequence is distributed as a mixture of exponentials. Copyright © 1988, Wiley Blackwell. All rights reserved
Details
- Title: Subtitle
- ON THE EXISTENCE OF THE STATIONARY AND ERGODIC NEAR(p) MODEL
- Creators
- Kung-sik Chan - University of Chicago
- Resource Type
- Journal article
- Publication Details
- Journal of time series analysis, Vol.9(4), pp.319-328
- Edition
- First version received January 1988
- Publisher
- Blackwell Publishing Ltd
- DOI
- 10.1111/j.1467-9892.1988.tb00473.x
- ISSN
- 0143-9782
- eISSN
- 1467-9892
- Number of pages
- 10
- Language
- English
- Date published
- 07/1988
- Academic Unit
- Statistics and Actuarial Science; Radiology
- Record Identifier
- 9984257746902771
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