The Invertibility of Sampled and Aggregated ARM A Models.
Metrika, Tome 31 (1984), pp. 43-50
Cet article a éte moissonné depuis la source European Digital Mathematics Library
Mots-clés :
aggregated ARMA models, autoregressive moving average, invertibility, sampled ARMA processes, necessary and sufficient conditions
@article{MET_1984__31_175929,
author = {H. Niemi},
title = {The {Invertibility} of {Sampled} and {Aggregated} {ARM} {A} {Models.}},
journal = {Metrika},
pages = {43--50},
year = {1984},
volume = {31},
zbl = {0551.62064},
url = {http://geodesic.mathdoc.fr/item/MET_1984__31_175929/}
}
H. Niemi. The Invertibility of Sampled and Aggregated ARM A Models.. Metrika, Tome 31 (1984), pp. 43-50. http://geodesic.mathdoc.fr/item/MET_1984__31_175929/