Processing math: 0%
JEDNOSTKA NAUKOWA KATEGORII A+

Bounded solutions for ARMA model with varying coefficients

Tom 31 / 2004

A. Makagon, A. Weron, A. Wyłomańska Applicationes Mathematicae 31 (2004), 273-285 MSC: 62M10. DOI: 10.4064/am31-3-3

Streszczenie

The paper deals with ARMA systems of equations with varying coefficients. A complete description of bounded solutions to ARMA 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.

Autorzy

  • A. MakagonDepartment of Mathematics
    Hampton University
    Hampton, VA 23668, U.S.A.
    e-mail
  • A. WeronHugo Steinhaus Center
    Wroc/law University of Technology
    Wybrzeże Wyspiańskiego 27
    50-370 Wroc/law, Poland
    e-mail
  • A. WyłomańskaInstitute of Mathematics
    Wroc/law University of Technology
    Wybrzeże Wyspiańskiego 27
    50-370 Wroc/law, Poland
    e-mail

Przeszukaj wydawnictwa IMPAN

Zbyt krótkie zapytanie. Wpisz co najmniej 4 znaki.

Przepisz kod z obrazka

Odśwież obrazek

Odśwież obrazek