Pour la classe des processus autorégressifs-moyenne mobile, nous étudions le lien entre les processus dual et inverse. Nous établissons explicitement la représentation causale et inversible
For the class of autoregressive-moving average (ARMA) processes, the relationship between the dual and the inverse processes is examined. It is shown that the inverse process generated by a causal and invertible
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Ahmed El Ghini 1
@article{CRMATH_2010__348_1-2_85_0, author = {Ahmed El Ghini}, title = {Processus dual et inverse d'un {ARMA} et application \`a la r\'eversibilit\'e temporelle}, journal = {Comptes Rendus. Math\'ematique}, pages = {85--88}, publisher = {Elsevier}, volume = {348}, number = {1-2}, year = {2010}, doi = {10.1016/j.crma.2009.11.002}, language = {fr}, }
Ahmed El Ghini. Processus dual et inverse d'un ARMA et application à la réversibilité temporelle. Comptes Rendus. Mathématique, Volume 348 (2010) no. 1-2, pp. 85-88. doi : 10.1016/j.crma.2009.11.002. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2009.11.002/
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