一类多维双重时序AR(1)-MA(q)模型的平稳性

The stationanrity of a Dimensional Doubly Stochastic AR(1) MA(q) Model

讨论了一类多维双重时序ＡＲ（１）－ＭＡ（ｑ）模型的二阶平稳性问题。通过导出一组线性方程组，给出了这类模型二阶平稳的显式充分条件和必要条件，为验证模型的二阶平稳性提供了一个可行的途径。

This article discusses the second order stationarity of a dimensional doubly stochastic AR(1) MA(q) model.By developing a group of linear equations, the explicit necessary & sufficient conditions of the stationarity for this model have presented.lt is a feasible method to test the second order stationarity of this model.