EconPapers    
Economics at your fingertips  
 

On the invertibility of periodic moving-average models

Marc Hallin () and Mohamed Bentarzi

ULB Institutional Repository from ULB -- Universite Libre de Bruxelles

Abstract: A sufficient condition for the invertibility of univariate periodic moving-average models has been given by Cipra and Ghysels and Hall. We show that this condition is not a necessary one, and provide a necessary and sufficient condition for the general m-variate, d-periodical moving-average MA(q) case.

Date: 1994-05
Note: FLWNA
References: Add references at CitEc
Citations: View citations in EconPapers (5) Track citations by RSS feed

Published in: Journal of Time Series Analysis (1994) v.15 n° 3,p.263-268

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: ON THE INVERTIBILITY OF PERIODIC MOVING‐AVERAGE MODELS (1994) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ulb:ulbeco:2013/2047

Ordering information: This working paper can be ordered from
http://hdl.handle.ne ... .ulb.ac.be:2013/2047

Access Statistics for this paper

More papers in ULB Institutional Repository from ULB -- Universite Libre de Bruxelles Contact information at EDIRC.
Bibliographic data for series maintained by Benoit Pauwels ().

 
Page updated 2019-10-12
Handle: RePEc:ulb:ulbeco:2013/2047