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WROCŁAW UNIVERSITY
OF SCIENCE AND
TECHNOLOGY

Contents of PMS, Vol. 24, Fasc. 1,
pages 165 - 172
 

ON ARMA(1,q) MODELS WITH BOUNDED AND PERIODICALLY CORRELATED SOLUTIONS

A. Weron
A. Wylomańska

Abstract: In this paper, motivated by [2], we derive necessary and sufficient conditions for bounded and periodically correlated solutions to the system of equations described by ARMA(1,q) model.

2000 AMS Mathematics Subject Classification: 62M10.

Key words and phrases: Periodically correlated, ARMA model, periodic coefficients.

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