DOI

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.

Язык оригиналаанглийский
Номер статьи012068
ЖурналJournal of Physics: Conference Series
Том2099
Номер выпуска1
DOI
СостояниеОпубликовано - 13 дек 2021
СобытиеInternational Conference on Marchuk Scientific Readings 2021, MSR 2021 - Novosibirsk, Virtual, Российская Федерация
Продолжительность: 4 окт 20218 окт 2021

    Предметные области Scopus

  • Физика и астрономия (все)

ID: 96487364