On PC solutions of PARMA (p, q) models

• Autorzy: Miamee A. G. , Talebi S.
• Języki publikacji: EN

Abstrakty

EN

This note is concerned with the existence of periodically correlated solutions for the PARMA (p, q) system x_n = φ¹_n x_{n – 1} + φ²_n x_{n – 2} +...+ φ^p_n x_{n – p} + ξ_n + θ¹_n ξ_n-1… + θ^q_n ξ_n-q, n ∈ Z, where ξ_n is a white noise and the varying coefficients φⁱ_n and θⁱ_n are periodic in n with period T. Conditions which ensure the existence of periodically correlated solutions for such systems are obtained.

Słowa kluczowe

EN

ARMA models; PARMA models; periodically correlated

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2005
• Tom: Vol. 25, Fasc. 2
• Strony: 279--288
• Opis fizyczny: Bibliogr. 16 poz.

Twórcy

autor

Miamee A. G.

• Department of Mathematics, Hampton University, Hampton VA, 23668 U.S.A.

autor

Talebi S.

• Department of Mathematics, Pyam-e Nour University, Mashad, Iran

Bibliografia

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