On ARMA(1,q) models with bounded and periodically correlated solutions
In 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.
|Date of creation:||2003|
|Date of revision:|
|Contact details of provider:|| Postal: Wybrzeze Wyspianskiego 27, 50-370 Wroclaw|
Web page: http://prac.im.pwr.wroc.pl/~hugo
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:wuu:wpaper:hsc0303. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Rafal Weron)
If references are entirely missing, you can add them using this form.