On ARMA(1,q) models with bounded and periodically correlated solutions
AbstractIn this paper, motivated by , we derive necessary and sufficient conditions for bounded and periodically correlated solutions to the system of equations described by ARMA(1,q) model.
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Bibliographic InfoPaper provided by Hugo Steinhaus Center, Wroclaw University of Technology in its series HSC Research Reports with number HSC/03/03.
Length: 10 pages
Date of creation: 2003
Date of revision:
Periodically correlated; ARMA model; Periodic coefficients;
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- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models
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