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autoregressive model; linear process; non-negative process; strict white noise
Conditions under which the linear process is non-negative are investigated in the paper. In the definition of the linear process a strict white noise is used. Explicit results are presented also for the models AR(1) and AR(2).
[1] J. Anděl: Statistical Analysis of Time Series. (Czech). SNTL Praha 1976.
[2] J. Anděl: AR(1) processes with given moments of marginal distribution. Kybernetika 25 (1989), 337-347. MR 1024709 | Zbl 0701.62087
[3] J. Anděl V. Dupač: An extension of the Borel lemma. CMUC 32 (1989), 405-407. MR 1014141
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