| Title:
|
Spectrum of randomly sampled multivariate ARMA models (English) |
| Author:
|
Kadi, Amina |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
34 |
| Issue:
|
3 |
| Year:
|
1998 |
| Pages:
|
[317]-333 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
The paper is devoted to the spectrum of multivariate randomly sampled autoregressive moving-average (ARMA) models. We determine precisely the spectrum numerator coefficients of the randomly sampled ARMA models. We give results when the non-zero poles of the initial ARMA model are simple. We first prove the results when the probability generating function of the random sampling law is injective, then we precise the results when it is not injective. (English) |
| Keyword:
|
ARMA model |
| Keyword:
|
spectral analysis |
| MSC:
|
60G10 |
| MSC:
|
62M10 |
| MSC:
|
62M15 |
| idZBL:
|
Zbl 1274.62633 |
| idMR:
|
MR1640978 |
| . |
| Date available:
|
2009-09-24T19:16:31Z |
| Last updated:
|
2015-03-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/135210 |
| . |
| Reference:
|
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| Reference:
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| Reference:
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| . |
