Stationarity and invertibility regions for low order starma models

DOI10.1080/03610918008812173zbMath0463.62077OpenAlexW1575232699MaRDI QIDQ3914263

Stuart Jay Deutsch, Phillip E. Pfeifer

Publication date: 1980

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918008812173

zbMATH Keywords

stationarityinvertibility conditionsspace-time autoregressive moving average models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12)

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Cites Work

• A Three-Stage Iterative Procedure for Space-Time Modeling
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