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Paper   IPM / M / 8024
School of Mathematics
  Title:   On PC solutions of PARMA (p, q) models
  Author(s):  A. G. Miamee (Joint with S. Talebi)
  Status:   Published
  Journal: Probab. Math. Statist.
  Vol.:  25
  Year:  2005
  Pages:   279-288
  Supported by:  IPM
  Abstract:
This note is concerned with the existence of periodically correlated solutions for the PARMA (p, q) system
xn1nxn−12nxn−2+...

pnxnpn1nξn−1+...+θqnξnqnZ
where ξn is a white noise and the varying coefficients ϕin and θin are periodic in n with period T. Conditions which ensure the existence of periodically correlated solutions for such systems are obtained.

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