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In representing random processes, choice of appropriate model structure is generally one of the most important yet difficult considerations. In recent years, models have been developed which expand the possibilities for representing extensive correlation structures, useful for time series which exhibit long memory in the sense that current samples contain information from the distant past. This...
The well-known fact about one-dimensional linear time-invariant systems, that absolute summability of impulse response is equivalent to bounded-input-bounded-output (BIBO) stability, has been widely accepted for multi-dimensional systems as well. However, the easiest proof thereof has depended on the construction of a counterexample which is impossible under causal restrictions required in practical...
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