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Biometrika 1975 62(3):704-706; doi:10.1093/biomet/62.3.704
© 1975 by Biometrika Trust
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The recursive nature of the stationarity and invertibility restraints on the parameters of mixed autoregressive-moving average processes

O. D. ANDERSON

Civil Service College London

A necessary and sufficient condition for a Schur polynomial is used to develop a method for obtaining the sets of inequalities which define the boundaries of the stationary autoregressive and invertible moving average parameter domains, given any mixed process of order (p, q).

Key Words: Autoregressive-moving average process • Invertibility • Parameter domain • Schur polynomial • Stationarity


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