The Stationarity of an Estimated Autoregressive Process

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.

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Document Details

Document Type
Technical Report
Publication Date
Nov 15, 1971
Accession Number
AD0734141

Entities

People

  • Theodore W. Anderson

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Classification
  • Coefficients
  • Contractors
  • Contracts
  • Data Science
  • Equations
  • Information Science
  • Military Research
  • Observation
  • Random Variables
  • Stationary
  • Stationary Processes
  • Statistical Analysis
  • Statistics
  • Stochastic Processes
  • United States
  • United States Government