Bounded solutions for ARMA model with varying coefficients
A. Makagon ; A. Weron ; A. Wyłomańska
Applicationes Mathematicae, Tome 31 (2004), p. 273-285 / Harvested from The Polish Digital Mathematics Library
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The paper deals with ARMA systems of equations with varying coefficients. A complete description of bounded solutions to ARMA(1,q) systems is obtained and their uniqueness is studied. Some special cases are discussed, including the case of significant interest of systems with periodic coefficients. The paper generalizes results of [9] and opens a new direction of study.

Publié le : 2004-01-01
EUDML-ID : urn:eudml:doc:279446 
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     title = {Bounded solutions for ARMA model with varying coefficients},
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A. Makagon; A. Weron; A. Wyłomańska. Bounded solutions for ARMA model with varying coefficients. Applicationes Mathematicae, Tome 31 (2004) pp. 273-285. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am31-3-3/