The invertibility of sampled and aggregated ARMA models (Q800675)
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scientific article; zbMATH DE number 3878202
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| English | The invertibility of sampled and aggregated ARMA models |
scientific article; zbMATH DE number 3878202 |
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The invertibility of sampled and aggregated ARMA models (English)
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1984
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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.
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aggregated ARMA models
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autoregressive moving average
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invertibility
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sampled ARMA processes
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necessary and sufficient conditions
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0.91427046
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0.89416033
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0.88665533
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0.8709877
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0.8697392
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