论文标题
关于周期性Arfima模型的可逆性
On the invertibility in periodic ARFIMA models
论文作者
论文摘要
本文表征了周期性Arfima（Parfima）模型的可逆性和因果关系条件。我们首先，通过考虑相应的p-Variate固定ARFIMA模型来讨论多元案例中的条件。其次，我们使用单变量案例构建条件，并针对Parfima模型推断出新的无限自回归表示形式，结果将通过仿真研究研究。
The present paper, characterizes the invertibility and causality conditions of a periodic ARFIMA (PARFIMA) models. We first, discuss the conditions in the multivariate case, by considering the corresponding p-variate stationary ARFIMA models. Second, we construct the conditions using the univariate case and we deduce a new infinite autoregressive representation for the PARFIMA model, the results are investigated through a simulation study.
