SOME SIMPLE REMARKS ON AN AUTOREGRESSIVE SCHEME AND AN IMPLIED PROBLEM

Nonminimum phase autoregressive schemes are considered in the context of the problem of determining a stationary process that satisfies a po ssibly nonlinear autoregressive system of equations. It's noted that i n most solutions there is an implicit assumption that the independent random variables generating the process are independent of the past of the process. This is not true of the nonminimum phase schemes. A simp le scheme that has a characteristic polynomial with roots inside and o utside the unit disc in the complex plane is discussed.