We studied the limiting spectral distribution of large-dimensional sample covariance matrices of a stationary and invertible VARMA(p,q) model. Relationship of the power spectral density and limiting spectral distribution of large population dimensional covariance matrices of ARMA(p,q) is established. The equation about Stieltjes transform of large-dimensional sample covariance matrices is also ...

In this paper, we study the asymptotic distribution of a simple two-stage (Hannan-Rissanen-type) linear estimator for stationary invertible vector autoregressive moving average (VARMA) models in the echelon form representation. General conditions for consistency and asymptotic normality are given. A consistent estimator of the asymptotic covariance matrix of the estimator is also provided, so t...

recently, the algebraic theory of mv -algebras is intensively studied. in this paper, we extend the concept of derivation of $mv$-algebras and we give someillustrative examples. moreover, as a generalization of derivations of $mv$ -algebraswe introduce the notion of $f$-derivations and $(f; g)$-derivations of $mv$-algebras.also, we investigate some properties of them.

symmetric difference Milan Matoušek and Pavel Pták