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- W2267444077 abstract "Conditions for mixed autoregressive-moving average processes with time-dependent coefficients to be purely nondeterministic and invertible can be obtained from classical difference equations theory. These conditions involve one-sided Green's functions or their matricial equivalents. A recursive computation of these functions is proposed, which allows one to drop the assumption of nondegeneracy classicaly made about the highest order matrix of difference operators; it constitutes thus a generalized definition of these functions.(This abstract was borrowed from another version of this item.)" @default.
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- W2267444077 date "1978-01-01" @default.
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- W2267444077 title "Mixed autoregressive-moving average multivariate processes with time-dependent coefficients" @default.
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