Wyniki wyszukiwania - BazTech

Ograniczanie wyników

Znaleziono wyników: 1

Liczba wyników na stronie

Wyniki wyszukiwania

Wyszukiwano:
w słowach kluczowych: PARMA models

Sortuj według:

Ogranicz wyniki do:

On PC solutions of PARMA (p, q) models

Miamee A. G., Talebi S.

Probability and Mathematical Statistics

2005

Vol. 25, Fasc. 2

279--288

This note is concerned with the existence of periodically correlated solutions for the PARMA (p, q) system xn = φ1n xn – 1 + φ2n xn – 2 +...+ φpn xn – p + ξn + θ1n ξn-1… + θqn ξn-q, n ∈ Z, where ξn is a white noise and the varying coefficients φin and θin are periodic in n with period T. Conditions which ensure the existence of periodically correlated solutions for such systems are obtained.