A NOTE ON ARMA MODEL PARAMETER REDUNDANCY

A. I. McLeod

Journal of Time Series Analysis, 1993, vol. 14, issue 2, 207-208

Abstract: Abstract. A simple condition expressed directly in terms of the autoregressive moving‐average model parameters is given for determining autoregressive moving‐average model redundancy.

Date: 1993
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Persistent link: https://EconPapers.repec.org/RePEc:bla:jtsera:v:14:y:1993:i:2:p:207-208

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