There are some errors in the paper by Victoria Zinde-Walsh, “Some Exact Formulae for Autoregressive Moving Average Processes,” Econometric Theory 4 (1988): 384–402. The following is a list of corrections.
On page 393 the τ * τ matrices El,E2 should be replaced by their transposes ,, respectively, throughout. In (3.21) the expression (S3 – λλA3) should be replaced by (S3 – λλA3) in the definitions of both T1, and T3. In (3.8), (3.21), (5.1), and (5.2) the entry in the bottom right-hand corner should be pre- and post-multiplied by λ. In (3.6) the matrix is obtained as the negative of the matrix denoted in the previous section 3.1. In (3.19) the top bar was omitted in Ē2. The top bar was also omitted in Ē1 on the second to last line of p. 392. In (5.1) D′−1 rather than D−l should appear in all the matrix entries in the second column; D′−1 should premultiply the parentheses in the top left and bottom right corners instead of D−1 post-multiplying them. In (5.2) transposes were omitted on D in the second entries on the first and last lines; in the second line of the second column, the second time A2 appears it should be transposed.