Mixed autoregressive-moving average multivariate processes with time-dependent coefficients
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TL;DR: In this paper, 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.
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About: This article is published in Journal of Multivariate Analysis. The article was published on 01 Dec 1978. and is currently open access. The article focuses on the topics: Autoregressive–moving-average model & Matrix difference equation.
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