Time Series¶
Brockwell, P. J., & Davis, R. A. (1991). Time Series: Theory and Methods. Springer.
Cited by¶
1 citation across 1 artifact.
Each citation links to the sentence it supports in the citing article.
Primes¶
- Stationarity
- A well-behaved AR(1) process X_t = ρX_{t-1} + ε_t with |ρ| < 1 and ε_t ~ N(0, σ²) serves as the canonical stationarity example
This sourceBrockwell-Davis comprehensive stationary processes ARMA.
- A well-behaved AR(1) process X_t = ρX_{t-1} + ε_t with |ρ| < 1 and ε_t ~ N(0, σ²) serves as the canonical stationarity example
Verification¶
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Registry ID ref:c2552299201e · see in the full table