Accession Number:

AD0734141

Title:

The Stationarity of an Estimated Autoregressive Process

Descriptive Note:

Technical rept.

Corporate Author:

STANFORD UNIV CA DEPT OF STATISTICS

Personal Author(s):

Report Date:

1971-11-15

Pagination or Media Count:

9.0

Abstract:

The estimated coefficients of an autoregressive process define a stationary process if they are computed from the Toeplitz matrix of sample moments computed from all available observations, using the same divisor.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE