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On probabilistic properties of nonlinear ARMA(p,q) models

✍ Scribed by Oesook Lee


Book ID
104303182
Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
117 KB
Volume
46
Category
Article
ISSN
0167-7152

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## Abstract We construct new two variable models of the irreducible __p__, __q__‐representations of the four dimensional complex Lie algebra __gl__(2). These models are formed in terms of __p__, __q__ ‐derivative operator and dilation operators. The __p__, __q__‐Mellin integral transformation is de