Based on the analysis of periodogram, this paper discussed the properties of periodogram of autoregressive integrated moving average process ARIMA（p,1 ,q）, and found that the periodgram of ARIMA（p,1 ,q） process is...Based on the analysis of periodogram, this paper discussed the properties of periodogram of autoregressive integrated moving average process ARIMA（p,1 ,q）, and found that the periodgram of ARIMA（p,1 ,q） process is dominated by the transfer function of the difference operator, which is the same as the result of Crato. The obtained asymptotically properties of the single random walk process was extended to more complicated autoregressive integrated moving average process.展开更多
文摘Based on the analysis of periodogram, this paper discussed the properties of periodogram of autoregressive integrated moving average process ARIMA（p,1 ,q）, and found that the periodgram of ARIMA（p,1 ,q） process is dominated by the transfer function of the difference operator, which is the same as the result of Crato. The obtained asymptotically properties of the single random walk process was extended to more complicated autoregressive integrated moving average process.
