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

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.

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Year of publication:	2003
Authors:	Weron, Aleksander ; Wylomanska, Agnieszka
Institutions:	Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
Subject:	Periodically correlated \| ARMA model \| Periodic coefficients

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Extent:	application/pdf
Series:	HSC Research Reports.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number HSC/03/03 10 pages
Classification:	C22 - Time-Series Models ; C32 - Time-Series Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009004191