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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