BACK to VOLUME 34 NO.3
BACK to VOLUME 34 NO.3
Abstract:
The paper is devoted to the spectrum of multivariate randomly sampled autoregressive moving-average ({\sl ARMA}) models. We determine precisely the spectrum numerator coefficients of the randomly sampled {\sl ARMA} models. We give results when the non-zero poles of the initial {\sl ARMA} model are simple. We first prove the results when the probability generating function of the random sampling law is injective, then we precise the results when it is not injective.
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BACK to VOLUME 34 NO.3