LU Zudi, . On Higher-Order Stationarity of Doubly Stochastic Time Series AR－MA Models[J]. Chinese Journal of Applied Probability and Statistics, 1998, 14(4): 371-380.
Citation:
LU Zudi, . On Higher-Order Stationarity of Doubly Stochastic Time Series AR－MA Models[J]. Chinese Journal of Applied Probability and Statistics, 1998, 14(4): 371-380.
LU Zudi, . On Higher-Order Stationarity of Doubly Stochastic Time Series AR－MA Models[J]. Chinese Journal of Applied Probability and Statistics, 1998, 14(4): 371-380.
Citation:
LU Zudi, . On Higher-Order Stationarity of Doubly Stochastic Time Series AR－MA Models[J]. Chinese Journal of Applied Probability and Statistics, 1998, 14(4): 371-380.
On Higher-Order Stationarity of Doubly Stochastic Time Series AR－MA Models
In the paper, we discuss the necessary and sufficient conditions for the existence of the higher-order （4th-order, 8th-order and general 2in-th order） stationary solutions to the doubly stochastic time series AR（1）-MA（q） models, which are essential for discussing the moment estimation of the model parameters and the asymptotic properties of the sample moment estimators.
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