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On the symmetric bilateral AR processes

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  • Choi, ByoungSeon

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.

Suggested Citation

  • Choi, ByoungSeon, 1998. "On the symmetric bilateral AR processes," Statistics & Probability Letters, Elsevier, vol. 40(2), pages 179-183, September.
    • Handle: RePEc:eee:stapro:v:40:y:1998:i:2:p:179-183
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