A UNIVERSAL ALGORITHM OF PARAMETER CONVERSION FROM A SAMPLING ARMA MODEL TO THE CORRESPONDING LINEAR STOCHASTIC DIFFERENTIAL EQUATION AND VICE VERSA

In 1, is developed a set of non-linear equations with respect to parameter conversion from a sampling ARMA model to the corresponding linear stochastic differential equation and vice versa. In this paper, the properties of the solutions of these equations are discussed and a general solutions, which is easily realized by computer, is developed.