Lumping Processes of Periodic ARMA Processes
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In this article various lumping processes are defined for periodic ARMA (PARMA) processes, namely, the forward, the backward and the cyclic lumping processes. The inter-relations between the parameters of these lumping processes are obtained. It is then proved that stationarity of any lumped process implies sta¬tionarity of all other lumped processes.
- Qatar University Science Journal - [From 1981 TO 2007] [770 items ]