The stationanrity of a Dimensional Doubly Stochastic AR(1)-MA(q) Model
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    Abstract:

    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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History
  • Received:February 20,1999
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  • Adopted:
  • Online: November 18,2013
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