The Invertibility of the Polynomial of Back-operator for Time Series Models
Yin Yin-pin · Shuxue de shijian yu renshi · 2009
Zero operator and identity operator are defined,and the additive operation and multiplying operation are defined for the polynomial of back-operator (PBO),where the additive operation is similar to the normal one while the multiplying operation is a kind of composition operation,then the PBO constructs a ring. The essence of division of PBO is explained as to be the inverse operation of operator. The PBO in AR(1)、AR(2) model and some others are invertible.