SPECTRUM OF RANDOMLY SAMPLED MULTIVARIATE ARMA MODELS

The paper is devoted to the spectrum of multivariate randomly sampled autoregressive moving-average (ARMA) models. We determine precisely th e spectrum numerator coefficients of the randomly sampled ARMA models. We give results when the non-zero poles of the initial ARMA model are simple. We first prove the results when the probability generating fu nction of the random sampling law is injective, then we precise the re sults when it is not injective.