Matrix representation of BUAR(1)

Biljanač Biljanaˇ, Biljanač Popovi´c, Miroslav Risti´cristi´c
unpublished
We consider the bivariate first order stationary autoregressive process {W t }, W t = M t W t−1 + ε(t) with uniform marginal distribution defined by Risti´cRisti´c and Popovi´cPopovi´c [8]. We pay our attention onto the proving procedure specified by Nicholls and Quinn [4] 1 .
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