q-variate minimal stationary processes
Spectral dilation of operator-valued measures and its application to infinite-dimensional harmonizable processes
Bounded solutions for ARMA model with varying coefficients
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.
Infinite dimensional stationary sequences with multiplicity one. II.
Page 1