The Real Part of a Complex ARMA Process
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KeywordsComplex ARMA processes; cycles; reciprocal polynomials; palindromic polynomials;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-07-25 (All new papers)
- NEP-ECM-2005-07-25 (Econometrics)
- NEP-ETS-2005-07-25 (Econometric Time Series)
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