Probability and Mathematical Statistics: Vol. 25, Fasc. 2


	UNIVERSITY OF WROCŁAW

General Information

Instructions for authors

VOLUMES
45.1	44.2	44.1	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
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.

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