THE SIZE OF THE STATIONARITY AND INVERTIBILITY REGION OF AN AUTOREGRESSIVE‐MOVING AVERAGE PROCESS

Domenico Piccolo

Journal of Time Series Analysis, 1982, vol. 3, issue 4, 245-247

Abstract: Abstract. The hypervolume of the stationarity and invertivility regions for the parameters of autoregressive‐moving average processes is computed, and the severity of these constraints for higher order models is discussed.

Date: 1982
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https://doi.org/10.1111/j.1467-9892.1982.tb00347.x

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Persistent link: https://EconPapers.repec.org/RePEc:bla:jtsera:v:3:y:1982:i:4:p:245-247

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