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arXiv 1003.2831stat.ME
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关于Berman条件的一个注记

A note on the Berman condition

Rolf Turner, Patrick Chareka

摘要:

它建立了,如果一个时间序列满足伯曼条件,和另一个相关的(求和)条件,通过某种类型的过滤器过滤,该系列的结果也满足这两个条件。特别地,由此得出,如果$X_t$满足两个条件,并且如果$X_t$和$a_t$通过可逆ARMA模型相关,则$a_t$满足两个条件。

英文摘要:

It is established that if a time series satisfies the Berman condition, and another related (summability) condition, the result of filtering that series through a certain type of filter also satisfies the two conditions. In particular it follows that if $X_t$ satisfies the two conditions and if $X_t$ and $a_t$ are related by an invertible ARMA model, then the $a_t$ satisfy the two conditions.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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