Brockwell, Peter; Lindner, Alexander; Vollenbröker, Bernd - In: Annals of the Institute of Statistical Mathematics 64 (2012) 6, pp. 1089-1119
We obtain necessary and sufficient conditions for the existence of strictly stationary solutions of multivariate ARMA equations with independent and identically distributed driving noise. For general ARMA(p, q) equations these conditions are expressed in terms of the coefficient polynomials of...