Geodesic
Bounded solutions for ARMA model with varying coefficients
A. Makagon1 ; A. Weron2 ; A. Wyłomańska3
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.

Voir la notice de l'article provenant de 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.
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 
@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},
     publisher = {mathdoc},
     volume = {31},
     number = {3},
     year = {2004},
     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
PB  - mathdoc
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  - 
%0 Journal Article
%A A. Makagon
%A A. Weron
%A A. Wyłomańska
%T Bounded solutions for ARMA model with
 varying coefficients
%J Applicationes Mathematicae
%D 2004
%P 273-285
%V 31
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.4064/am31-3-3/
%R 10.4064/am31-3-3
%G en
%F 10_4064_am31_3_3
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. http://geodesic.mathdoc.fr/articles/10.4064/am31-3-3/

Cité par Sources :