The invertibility of sampled and aggregated ARMA models (Q800675)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The invertibility of sampled and aggregated ARMA models |
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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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