Arima模型外文文献

We show that a stationary ARMA(p, q) process {Xn, n = 0, 1, 2, •••} whose moving-average polynomial has a root on the unit circle cannot be embedded in any continuous-time autoregressive moving-average (ARMA) process {7(t), t ^ 0}, i.e. we show that it is impossible to find a continuous-time ARMA pr