ON EMBEDDING A DISCRETE‐PARAMETER ARMA MODEL IN A CONTINUOUS‐PARAMETER ARMA MODEL
证明了当q<p时，实值离散参数高斯ARMA(p,q)模型可以嵌入到实值连续参数高斯ARMA(p',q')模型中，并讨论了离散参数高斯AR(p)嵌入连续参数高斯AR(p)的问题。
Abstract. It is shown that a real‐valued discrete‐parameter Gaussian ARMA ( p. q ) model with q < p can be embedded in a real‐valued continuous‐parameter Gaussian ARMA( p', q' ) model with q' < p' . The problem of embedding a real‐valued discrete‐parameter Gaussian AR( p ) into a real‐valued continuous‐parameter Gaussian AR( p ) is also discussed.