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- W1970802988 abstract "This paper extends recent ideas for constructing classes of stationary autoregressive processes of order 1. A Gibbs sampler representation of such processes is extended in a straightforward way to introduce new processes. These maintain a linear expectation property which provides a simple exponential form for the autocorrelation function." @default.
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- W1970802988 date "2006-07-01" @default.
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- W1970802988 title "Extended constructions of stationary autoregressive processes" @default.
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- W1970802988 doi "https://doi.org/10.1016/j.spl.2005.12.020" @default.
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