Bounded solutions for ARMA model with varying coefficients
A. Makagon; A. Weron; A. Wyłomańska
Applicationes Mathematicae (2004)
- Volume: 31, Issue: 3, page 273-285
- ISSN: 1233-7234
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topA. Makagon, A. Weron, and A. Wyłomańska. "Bounded solutions for ARMA model with varying coefficients." Applicationes Mathematicae 31.3 (2004): 273-285. <http://eudml.org/doc/279446>.
@article{A2004,
abstract = {The paper deals with ARMA systems of equations with varying coefficients. A complete description of bounded solutions to ARMA(1,q) systems is obtained and their uniqueness is studied. Some special cases are discussed, including the case of significant interest of systems with periodic coefficients. The paper generalizes results of [9] and opens a new direction of study.},
author = {A. Makagon, A. Weron, A. Wyłomańska},
journal = {Applicationes Mathematicae},
keywords = {ARMA model; varying coefficients; periodic coefficients},
language = {eng},
number = {3},
pages = {273-285},
title = {Bounded solutions for ARMA model with varying coefficients},
url = {http://eudml.org/doc/279446},
volume = {31},
year = {2004},
}
TY - JOUR
AU - A. Makagon
AU - A. Weron
AU - A. Wyłomańska
TI - Bounded solutions for ARMA model with varying coefficients
JO - Applicationes Mathematicae
PY - 2004
VL - 31
IS - 3
SP - 273
EP - 285
AB - The paper deals with ARMA systems of equations with varying coefficients. A complete description of bounded solutions to ARMA(1,q) systems is obtained and their uniqueness is studied. Some special cases are discussed, including the case of significant interest of systems with periodic coefficients. The paper generalizes results of [9] and opens a new direction of study.
LA - eng
KW - ARMA model; varying coefficients; periodic coefficients
UR - http://eudml.org/doc/279446
ER -
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