A note about conditions for ARMA processes decompositions

Authors

  • Domenico Piccolo Università degli Studi di Napoli Federico II

DOI:

https://doi.org/10.6092/issn.1973-2201/764

Abstract

In this paper we show a necessary condition for the decomposition of an ARMA process. The paper gives also an equivalent condition for the spectra of the processes allowing a geometric interpretation of the result.

How to Cite

Piccolo, D. (1988). A note about conditions for ARMA processes decompositions. Statistica, 48(1/2), 3–8. https://doi.org/10.6092/issn.1973-2201/764

Issue

Vol. 48 No. 1/2 (1988)

Section

Articles

License

Copyright (c) 1988 Statistica

Creative Commons License

This work is licensed under a Creative Commons Attribution 3.0 Unported License.