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).
 J. Anděl: Statistical Analysis of Time Series. (Czech). SNTL Praha 1976.
 J. Anděl: AR(1) processes with given moments of marginal distribution
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| Zbl 0701.62087
 J. Anděl V. Dupač: An extension of the Borel lemma
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