Note on AR(1)-characterisation of stationary processes and model fitting
Work
Year: 2019
Type: article
Abstract: It was recently proved that any strictly stationary stochastic process can be viewed as an autoregressive process of order one with coloured noise. Furthermore, it was proved that, using this characte... more
Institutions Aalto University, University of Helsinki
Cites: 7
Cited by: 7
Related to: 10
FWCI: 1.567
Citation percentile (by year/subfield): 79.52
Subfield: Finance
Domain: Social Sciences
Open Access status: diamond