State representations of ARMA-models |
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| Authors: | Vakhtang Lomadze |
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| Affiliation: | 1. A. Razmadze Mathematical Institute , Tbilisi 0193, Georgia;2. Abdus Salam School of Mathematical Sciences , GC University , Lahore, Pakistan vakholoma@yahoo.com |
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| Abstract: | A state representation of an arbitrary ARMA-model is computed explicitly. It is shown then that every ARMA-model is homotopy equivalent to its state representation, and that two state models are homotopy equivalent if and only if they are similar. |
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| Keywords: | ARMA-model state representation homotopy |
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