Geodesic
Bounded solutions for ARMA model with varying coefficients
A. Makagon 1   ; A. Weron 2   ; A. Wyłomańska 3
1 Department of Mathematics Hampton University Hampton, VA 23668, U.S.A.
2 Hugo Steinhaus Center Wroc/law University of Technology Wybrzeże Wyspiańskiego 27 50-370 Wroc/law, Poland
3 Institute of Mathematics Wroc/law University of Technology Wybrzeże Wyspiańskiego 27 50-370 Wroc/law, Poland
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

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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.
DOI : 10.4064/am31-3-3
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

A. Makagon  1   ; A. Weron  2   ; A. Wyłomańska  3

1 Department of Mathematics Hampton University Hampton, VA 23668, U.S.A.
2 Hugo Steinhaus Center Wroc/law University of Technology Wybrzeże Wyspiańskiego 27 50-370 Wroc/law, Poland
3 Institute of Mathematics Wroc/law University of Technology Wybrzeże Wyspiańskiego 27 50-370 Wroc/law, Poland 
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     title = {Bounded solutions for {ARMA} model with
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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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