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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.


AMS: 60G;


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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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