Geodesic
Spectrum of randomly sampled multivariate ARMA models
Kybernetika, Tome 34 (1998) no. 3, p. [317]

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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.
Classification : 60G10, 62M10, 62M15
Keywords: ARMA model; spectral analysis 
@article{KYB_1998__34_3_a4,
     author = {Kadi, Amina},
     title = {Spectrum of randomly sampled multivariate {ARMA} models},
     journal = {Kybernetika},
     pages = {[317]},
     publisher = {mathdoc},
     volume = {34},
     number = {3},
     year = {1998},
     mrnumber = {1640978},
     zbl = {1274.62633},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1998__34_3_a4/}
}
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Kadi, Amina. Spectrum of randomly sampled multivariate ARMA models. Kybernetika, Tome 34 (1998) no. 3, p. [317]. http://geodesic.mathdoc.fr/item/KYB_1998__34_3_a4/