Abstract
In this paper strongly consistent estimates are given for both unknown parameters and orders of the nonstationary time series, where the nonstationarity arises because: (1) at any time n a feedback control is added to the usual ARMA process which is successfully applied to modelling economic systems and (2) det A (z) may have zeros on the unit circle in addition to those located outside the unit disk, where A (z) is the matrix polynomial corresponding to the AR part of the ARMA process.
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