This article discusses the second order stationarity of a dimensional doubly stochastic AR(1)-MA(q) model. By developing a group of linear equations, the explicit necessary & sufficient conditions of the stationarity for this model have presented. lt is a feasible method to test the second order stationarity of this model.
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谢新艳.一类多维双重时序 AR(1)-MA(q) 模型的平稳性[J].国防科技大学学报,1999,21(6):119-122. Xie Xinyan. The stationanrity of a Dimensional Doubly Stochastic AR(1)-MA(q) Model[J]. Journal of National University of Defense Technology,1999,21(6):119-122.