A note on the properties of some nonstationary ARMA processes

N. Singh and M. Shelton Peiris

Stochastic Processes and their Applications, 1987, vol. 24, issue 1, 151-155

Abstract: The aim of this note is to study the properties of some nonstationary autoregressive-moving average (ARMA) processes that are considered important in real world situations. In particular, the covariance structure and linear predictors are obtained.

Keywords: Hilbert; space; linear; prediction; time-dependent; coefficients (search for similar items in EconPapers)
Date: 1987
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Citations: View citations in EconPapers (5)

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