article · Stochastic Analysis and Applications · 2002
On the spectrum of randomly aggregate <i>ARMA</i> models
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
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
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.
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.
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.
@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}
}Made from the index record. Check names, capitalisation and page numbers against the paper. Need another style? AI for Research has over 10,000.
Related papers
On a mixture vector autoregressive model
Tom Pak Wing Fong, W. K. Li, C. W. Yau et al. · Canadian Journal of Statistics · 2007
Cited by 57
Fast Filtering for Seasonal Moving Average Models
Robert Kohn, Craig F. Ansley · Biometrika · 1986
Cited by 1
Canonical Variate Analysis
Leo H. Chiang, Evan L. Russell, Richard D. Braatz · Advanced textbooks in control and signal processing · 2001
Cited by 2
Monthly sunspot number time series analysis and its modeling through autoregressive artificial neural network
Goutami Chattopadhyay, Surajit Chattopadhyay · The European Physical Journal Plus · 2012
Cited by 19Open access
ESTIMATION IN MULTIPLE AUTOREGRESSIVE‐MOVING AVERAGE MODELS USING PERIODICITY
Tomáš Cipra, Pavel Tlustý · Journal of Time Series Analysis · 1987
Cited by 10
Forecasting Imports of India Using Autoregressive Integrated Moving Average
Jeelan Basha.V · SSRN Electronic Journal · 2015
Cited by 0Open access