The invertibility of sampled and aggregated ARMA models (Q800675)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The invertibility of sampled and aggregated ARMA models |
scientific article; zbMATH DE number 3878202
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The invertibility of sampled and aggregated ARMA models |
scientific article; zbMATH DE number 3878202 |
Statements
The invertibility of sampled and aggregated ARMA models (English)
0 references
1984
0 references
This paper considers necessary and sufficient conditions for a sampled (resp. aggregated) stationary ARMA process to be invertible. It is shown that a sampled (resp. aggregated) invertible stationary ARMA process is always invertible.
0 references
aggregated ARMA models
0 references
autoregressive moving average
0 references
invertibility
0 references
sampled ARMA processes
0 references
necessary and sufficient conditions
0 references
0 references
0.91427046
0 references
0.89416033
0 references
0.88665533
0 references
0.8709877
0 references
0.8697392
0 references
