This paper derives exact expressions for statistical curvature and related geometric quantities in the first order autoregressive models with stable and unit roots, as well as explosive roots larger than unity. We develop a method for deriving exact moments of arbitrary order in general...

This paper derives exact expressions for the statistical curvature and related geometric quantities in the first order autoregressive models. We present a method that combines the algebra of differential and difference operators to simplify the problem, and to obtain results valid for all sample...