A note on the Berman condition
Methodology
2010-03-16 v1
Abstract
It is established that if a time series satisfies the Berman condition, and another related (summability) condition, the result of filtering that series through a certain type of filter also satisfies the two conditions. In particular it follows that if satisfies the two conditions and if and are related by an invertible ARMA model, then the satisfy the two conditions.
Cite
@article{arxiv.1003.2831,
title = {A note on the Berman condition},
author = {Rolf Turner and Patrick Chareka},
journal= {arXiv preprint arXiv:1003.2831},
year = {2010}
}