On the symmetric bilateral AR processes

ByoungSeon Choi

Statistics & Probability Letters, 1998, vol. 40, issue 2, 179-183

Abstract: It is shown that a bilateral AR(BAR) process can be represented by a symmetric BAR model. A sufficient condition is presented to determine the symmetric BAR model uniquely. Under the same condition a symmetric BAR process can be represented by a symmetric bilateral MA model of order [infinity]. Also, an easy method is presented to calculate autocorrelations of a symmetric BAR process.

Keywords: Bilateral; AR; process; Symmetric; bilateral; AR; model; Bi-causality; Autocorrelation (search for similar items in EconPapers)
Date: 1998
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