Research output: Contribution to journal › Conference article › peer-review
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 language | English |
|---|---|
| Article number | 012068 |
| Journal | Journal of Physics: Conference Series |
| Volume | 2099 |
| Issue number | 1 |
| DOIs | |
| State | Published - 13 Dec 2021 |
| Event | International Conference on Marchuk Scientific Readings 2021, MSR 2021 - Novosibirsk, Virtual, Russian Federation Duration: 4 Oct 2021 → 8 Oct 2021 |
ID: 96487364