Forward Moving Average Representations for MA Processes of Finite Order: Multivariate Stationary and Periodically Correlated
作者： M. Mohammadpour , A. R. Soltani
DOI: 10.1080/03610926.2012.656874
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摘要: Soltani and Mohammadpour (2006) observed that in general the backward forward moving average coefficients, correspondingly, for multivariate stationary processes, unlike univariate are different. This has stimulated researches concerning derivations of coefficients terms coefficients. In this article we develop a practical procedure whenever underlying process is (or periodically correlated) finite order. Our based on two key observations: order reduction (Li, 2005) first-order analysis (Mohammadpour Soltani, 2010).
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