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Stationarity and invertibility regions for low order starma models

 

作者: Phillip E. Pfeifer,   Stuart. Jay Deutsch,  

 

期刊: Communications in Statistics - Simulation and Computation  (Taylor Available online 1980)
卷期: Volume 9, issue 5  

页码: 551-562

 

ISSN:0361-0918

 

年代: 1980

 

DOI:10.1080/03610918008812173

 

出版商: Marcel Dekker, Inc.

 

关键词: space-time autoregrcssive moving average models;invertibility condtions

 

数据来源: Taylor

 

摘要:

The building of STARMA, space-time autoregressive moving average, models requires a working knowledge of the conditions under which a particular model represents a stationary process. Constraints on the parameter space that ensure stationarity are developed for all STARMA models of autoregressive temporal order le*ss than or equal to two and spatial order less than or equalto one when the model form utilizes scaled weights. Invertibility conditions for these same models are also given.

 

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