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Kybernetika 34(3):317-333, 1998.

Spectrum of Randomly Sampled Multivariate ARMA Models.

Amina Kadi


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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BIB TeX

@article{kyb:1998:3:317-333,

author = {Kadi, Amina},

title = {Spectrum of Randomly Sampled Multivariate ARMA Models.},

journal = {Kybernetika},

volume = {34},

year = {1998},

number = {3},

pages = {317-333}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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