Abstract
It is well known that no strongly harmonizable SαS process has classical ARMA representation with respect to a SαS noise sequence with independent values. In this article, we introduce certain strongly harmonizable ARMA SαS models, in which the noise sequences have orthogonal values in certain Hilbert spaces. Our study on strongly harmonizable ARMA SαS models involves parameter estimation, simulation, moving average representation, regularity, and prediction. We generate the corresponding noise series that appears to be challenging and interesting.
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