Wyniki wyszukiwania - BazTech

Ograniczanie wyników

2 Probability and Mathematical Statistics

Znaleziono wyników: 2

Liczba wyników na stronie

Wyniki wyszukiwania

Wyszukiwano:
w słowach kluczowych: periodically correlated

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.

On ARMA (1, q) models with bounded and periodically correlated solutions

Weron A., Wyłomańska A.

Probability and Mathematical Statistics

2004

Vol. 24, Fasc. 1

165--172

In this paper, motivated by [2], we derive necessary and sufficient conditions for bounded and periodically correlated solutions to the system of equations described by ARMA (1, q) model.