Stationarity Conditions for an AR(4) Process, and its generalization
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There is already a wealth of research on autoregressive models, and methods for using computers to solve their characteristic equations are well established. The purpose of this paper is to effectively derive stationarity conditions by conducting an analytical study of solutions based on the unit circle. As a result, by combining conventional methods, we were able to prove stationarity conditions with the same or fewer conditions. By precisely and specifically narrowing down stationarity conditions, we consider that research utilizing stationarity will be able to advance.
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Zenodo创建时间:
2026-06-09



