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The Size Of The Stationarity And Invertibility Region Of An Autoregressive‐Moving Average Process

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  • Domenico Piccolo

Abstract

. The hypervolume of the stationarity and invertivility regions for the parameters of autoregressive‐moving average processes is computed, and the severity of these constraints for higher order models is discussed.

Suggested Citation

  • Domenico Piccolo, 1982. "The Size Of The Stationarity And Invertibility Region Of An Autoregressive‐Moving Average Process," Journal of Time Series Analysis, Wiley Blackwell, vol. 3(4), pages 245-247, July.
    • Handle: RePEc:bla:jtsera:v:3:y:1982:i:4:p:245-247
    DOI: 10.1111/j.1467-9892.1982.tb00347.x
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