UNIVERSITY
OF WROCŁAW
 
Main Page
Contents
Online First
General Information
Instructions for authors


VOLUMES
43.2 43.1 42.2 42.1 41.2 41.1 40.2
40.1 39.2 39.1 38.2 38.1 37.2 37.1
36.2 36.1 35.2 35.1 34.2 34.1 33.2
33.1 32.2 32.1 31.2 31.1 30.2 30.1
29.2 29.1 28.2 28.1 27.2 27.1 26.2
26.1 25.2 25.1 24.2 24.1 23.2 23.1
22.2 22.1 21.2 21.1 20.2 20.1 19.2
19.1 18.2 18.1 17.2 17.1 16.2 16.1
15 14.2 14.1 13.2 13.1 12.2 12.1
11.2 11.1 10.2 10.1 9.2 9.1 8
7.2 7.1 6.2 6.1 5.2 5.1 4.2
4.1 3.2 3.1 2.2 2.1 1.2 1.1
 
 
WROCŁAW UNIVERSITY
OF SCIENCE AND
TECHNOLOGY

Contents of PMS, Vol. 25, Fasc. 2,
pages 279 - 288
 

ON PC SOLUTIONS OF PARMA(p,q) MODELS

A. G. Miamee
S. Talebi

Abstract: This note is concerned with the existence of periodically correlated solutions for the PARMA(p,q) system
1 2 xn = fnxn- 1 + fnxn-2 +... + fpnxn -p + qn + h1nqn-1...+ hqnqn- q, n (- Z,
where qn is a white noise and the varying coefficients i fn and i hn are periodic in n with period T. Conditions which ensure the existence of periodically correlated solutions for such systems are obtained.

2000 AMS Mathematics Subject Classification: 62M10, 60G10.

Key words and phrases: ARMA models, PARMA models, periodically correlated.

Download:    Abstract    Full text   Abstract + References