TY - JOUR
T1 - Some restrictions of the non-causal impulse response functions
AU - Lee, An-Chen
PY - 1989/1/1
Y1 - 1989/1/1
N2 - The characterization of the non-causal impulse response functions is considered. Specifically, expressions for rational, continuous, non-causal impulse response functions corresponding to different rational factorizations of the spectral density function of continuous ARMA(p, q) models are derived. Furthermore, with the restriction on the continuity condition of impulse response at the origin, certain models are found to be inadmissible representations of the non-causal impulse response functions.
AB - The characterization of the non-causal impulse response functions is considered. Specifically, expressions for rational, continuous, non-causal impulse response functions corresponding to different rational factorizations of the spectral density function of continuous ARMA(p, q) models are derived. Furthermore, with the restriction on the continuity condition of impulse response at the origin, certain models are found to be inadmissible representations of the non-causal impulse response functions.
UR - http://www.scopus.com/inward/record.url?scp=0024715357&partnerID=8YFLogxK
U2 - 10.1080/00207728908910225
DO - 10.1080/00207728908910225
M3 - Article
AN - SCOPUS:0024715357
SN - 0020-7721
VL - 20
SP - 1403
EP - 1410
JO - International Journal of Systems Science
JF - International Journal of Systems Science
IS - 8
ER -