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A bivariate uniform autoregressive process |
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| Authors: | Miroslav M. Ristić Biljana Č. Popović |
| Affiliation: | (1) Department of Matheaatics, Faculty of Sciences and Mathematics, Višegradska 33, 18000 Niš, Yugoslavia |
| Abstract: | We define the bivariate first order stationary autoregressive process {(X n ,Y n )} with uniform marginal distribution where {X n } and {Y n } are the two stationary sequences with uniformU(0, 1) marginal distributions. We also estimate the unknown parameters of the model. |
| Keywords: | Uniform autoregressive process new uniform autoregressive process first-order second-order bivariate uniform autoregressive process autocovariance and autocorrelation matrix estimation |
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