STATIONARY SEQUENCES ASSOCIATED WITH A PERIODICALLY
CORRELATED SEQUENCE
Abstract: Arranging a periodically correlated sequence (PC) with period into blocks of length
generates a -dimensional stationary sequence. In this paper we discuss two other
transformations that map PC sequences into -dimensional stationary sequences and study
their properties. We also indicate possible applications of these mappings in the theory
of PC processes and, in particular, for study of PARMA systems. The presented
construction is both a simplification and enhancement of the construction given in [20].
2000 AMS Mathematics Subject Classification: Primary: 62M102; Secondary:
60G10.
Keywords and phrases: Periodically correlated sequence, stationary sequence, PARMA
system.