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On the the linear processes of a stationary time series AR(2)

Statistics Theory 2020-04-01 v1 Number Theory Probability Statistics Theory

Abstract

Our aim in this work is to give explicit formula of the linear processes solution of autoregressive time series AR(2) with hint of generating functions theory by using the Horadam numbers and polynomials.

Keywords

Cite

@article{arxiv.2003.13938,
  title  = {On the the linear processes of a stationary time series AR(2)},
  author = {Mouloud Goubi},
  journal= {arXiv preprint arXiv:2003.13938},
  year   = {2020}
}

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