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.
AMS: 60G;
BACK to VOLUME 34 NO.3