• Title of article

    A Note on a Vector-Variate Normal Distribution and a Stationary Autoregressive Process

  • Author/Authors

    Anderson، نويسنده , , T.W، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2000
  • Pages
    2
  • From page
    149
  • To page
    150
  • Abstract
    It is shown that weak stationarity of a first-order autoregressive process implies that eigenvalues of the coefficient matrix are less than 1 in absolute value.
  • Keywords
    weakly stationary , Gaussian processes , Eigenvalues
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    2000
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1557623

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1557623