Access the full text.
Sign up today, get DeepDyve free for 14 days.
A time seriesx(t),t⩾1, is said to be an unstable ARMA process ifx(t) satisfies an unstable ARMA model such as $$x(t) = a_1 x(t - 1) + a_2 x(t - 2) + \cdots + a_s x(t - s) + w(t)$$ wherew(t) is a stationary ARMA process; and the characteristic polynomialA(z) = 1 −a 1 z −a 2 z 2 − ... −a s z s has all roots on the unit circle. Asymptotic behavior of $$\sum\limits_1^n {x^2 (t)}$$ will be studied by showing some rates of divergence of $$\sum\limits_1^n {x^2 (t)}$$ . This kind of properties will be used for getting the rates of convergence of least squares estimates of parametersa 1,a 2, ...a s .
Acta Mathematicae Applicatae Sinica – Springer Journals
Published: Jul 14, 2005
Read and print from thousands of top scholarly journals.
Already have an account? Log in
Bookmark this article. You can see your Bookmarks on your DeepDyve Library.
To save an article, log in first, or sign up for a DeepDyve account if you don’t already have one.
Copy and paste the desired citation format or use the link below to download a file formatted for EndNote
Access the full text.
Sign up today, get DeepDyve free for 14 days.
All DeepDyve websites use cookies to improve your online experience. They were placed on your computer when you launched this website. You can change your cookie settings through your browser.