Why is stationarity of an autoregressive process contigent upon location of the roots of the backshift polynomial?
108452
When is an "ARIMA process" stationary?
50451
The linear dependence of exponential functions
23377
The distribution of the initial point of an AR process
61477
How do I resolve a recurrence relation when the characteristic equation has fewer roots than terms?
121632
What is the autocorrelation for a random walk?
94945
Sum and product of Martingale processes
148905
What is the best way to proof your time series has a deterministic linear trend
97870
Conditional expectation in AR(1) process
81380
How fast does the sequence $y_t$ defined by $y_{t+1}=y_t(1-y_t)$ decay to zero?
49411
Independent increments in squared brownian motion
137863
How can I formally show that a root n consistent estimator is weakly consistent?
128070
Why can't ARIMA model large lags and/or long range dependence?
132283
Convert 'intercept/drift' term to 'constant' term in arima/auto.arima functions, in case of higher orders - R
29893
What is the difference between the forward-backward and Viterbi algorithms?
103217
Different probability density transformations due to Jacobian factor
19244
Covariance of a random vector after a linear transformation
85318
Generate two correlated ARMA(1,1) processes