For vector discrete-parameter random autoregressive processes and for a mixed autoregression / moving-average model, we obtain conditions which should be satisfied by the correlation functions or the model coefficients in order that the process be weakly stationary. Fairly simple tests are used. Algorithms for modeling such vector stationary processes are given. Examples are presented clarifying testing criteria for stationarity of models defined in terms of the coefficients or the correlation functions of the process.

Original languageEnglish
Article number012068
JournalJournal of Physics: Conference Series
Volume2099
Issue number1
DOIs
StatePublished - 13 Dec 2021
EventInternational Conference on Marchuk Scientific Readings 2021, MSR 2021 - Novosibirsk, Virtual, Russian Federation
Duration: 4 Oct 20218 Oct 2021

    Scopus subject areas

  • Physics and Astronomy(all)

ID: 96487364