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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
DOI: 10.1016/s0167-7152(99)00096-6

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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