Study on Truncated Form of the Random Shock Model

You-xiang CUI, Lei SUN, Li-hui SUI, Xiao-min XU, Jun KANG

Abstract


There are an unlimited number of ways in which a process can be nonstationary. However, the types of economic and industrial series that we wish to analyze frequently exhibit a particular kind of homogeneous nonstationary behaviort. A random shock model for a system whose state deteriorates continuously is introduced and analyzed. This paper is also discuss the truncated form of the random shock model.

Keywords


Random shock model, Time series, ARIMA models


DOI
10.12783/dtcse/aics2016/8198

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