Bounded solutions for ARMA model with varying coefficients
Volume 31 / 2004
Applicationes Mathematicae 31 (2004), 273-285
MSC: 62M10.
DOI: 10.4064/am31-3-3
Abstract
The paper deals with ARMA systems of equations with varying coefficients. A complete description of bounded solutions to ARMA$(1,q)$ systems is obtained and their uniqueness is studied. Some special cases are discussed, including the case of significant interest of systems with periodic coefficients. The paper generalizes results of [9] and opens a new direction of study.
