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عمومی::
عملگر انتقال پسرو
A strictly stationary discrete-time autoregressive moving-average (ARMA) process
(Yn)n2Z is defined (see e.g.[19]) as a strictly stationary solution of difference equations
of the form
f(B)Yn = q(B)Zn, n 2 Z, (12.1)
where (Zn)n2Z is an independent identically distributed (iid) sequence of random
variables and f(B) and q(B) are polynomials in the backward shift operator B.
Necessary and sufficient conditions for the existence and uniqueness of a strictly
stationary solution of (12.1) are given in the following theorem (see [22]).
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