Bounded solutions for ARMA model with
varying coefficients
Applicationes Mathematicae, Tome 31 (2004) no. 3, pp. 273-285
Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences
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.
Keywords:
paper deals arma systems equations varying coefficients complete description bounded solutions arma systems obtained their uniqueness studied special cases discussed including significant interest systems periodic coefficients paper generalizes results opens direction study
Affiliations des auteurs :
A. Makagon 1 ; A. Weron 2 ; A. Wyłomańska 3
@article{10_4064_am31_3_3,
author = {A. Makagon and A. Weron and A. Wy{\l}oma\'nska},
title = {Bounded solutions for {ARMA} model with
varying coefficients},
journal = {Applicationes Mathematicae},
pages = {273--285},
year = {2004},
volume = {31},
number = {3},
doi = {10.4064/am31-3-3},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/am31-3-3/}
}
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 SP - 273 EP - 285 VL - 31 IS - 3 UR - http://geodesic.mathdoc.fr/articles/10.4064/am31-3-3/ DO - 10.4064/am31-3-3 LA - en ID - 10_4064_am31_3_3 ER -
A. Makagon; A. Weron; A. Wyłomańska. Bounded solutions for ARMA model with varying coefficients. Applicationes Mathematicae, Tome 31 (2004) no. 3, pp. 273-285. doi: 10.4064/am31-3-3
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