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article · Stochastic Analysis and Applications · 2002

On the spectrum of randomly aggregate <i>ARMA</i> models

Amina Kadi

Cited by 0Abstract and details only

Abstract

The paper is devoted to the zeros of univariate randomly aggregate autoregressive moving-average (ARMA) models. We determine precisely matrix representations for the spectrum numerator coefficients of the randomly aggregate ARMA models. The initial ARMA model poles 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.

Cite this paper

APA 7

Kadi, A. (2002). On the spectrum of randomly aggregate <i>ARMA</i> models. Stochastic Analysis and Applications, 20(1), 123–144. https://doi.org/10.1081/sap-120002424

MLA 9

Kadi, Amina. “On the spectrum of randomly aggregate <i>ARMA</i> models.” Stochastic Analysis and Applications, vol. 20, no. 1, 2002, pp. 123–44, https://doi.org/10.1081/sap-120002424.

Chicago

Kadi, Amina. 2002. “On the spectrum of randomly aggregate <i>ARMA</i> models.” Stochastic Analysis and Applications 20 (1): 123–44. https://doi.org/10.1081/sap-120002424.

Harvard

Kadi, A. (2002) ‘On the spectrum of randomly aggregate <i>ARMA</i> models’, Stochastic Analysis and Applications, 20(1), pp. 123–144. Available at: https://doi.org/10.1081/sap-120002424.

BibTeX
@article{kadi2002spectrum,
  title = {{On the spectrum of randomly aggregate <i>ARMA</i> models}},
  author = {Kadi, Amina},
  journal = {Stochastic Analysis and Applications},
  volume = {20},
  number = {1},
  pages = {123--144},
  year = {2002},
  doi = {10.1081/sap-120002424}
}

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