Strictly stationary solutions of autoregressive moving average equations
研究了由独立同分布噪声驱动的自回归移动平均过程存在严格平稳解的必要和充分条件，不要求噪声序列具有矩条件。
Necessary and sufficient conditions for the existence of a strictly stationary solution of the equations defining an autoregressive moving average process driven by an independent and identically distributed noise sequence are determined. No moment assumptions on the driving noise sequence are made.