Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic ARMA Models (Q4677018): Difference between revisions

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Property / author: Qin Shao / rank
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Property / author: Robert B. Lund / rank
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Property / author: Robert B. Lund / rank
 
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Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.2004.00356.x / rank
 
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Property / cites work: Characterization of cyclostationary random signal processes / rank
 
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Property / cites work: Recursive Prediction and Likelihood Evaluation for Periodic ARMA Models / rank
 
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Property / cites work: An approach to modeling seasonally stationary time series / rank
 
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Latest revision as of 10:34, 10 June 2024

scientific article; zbMATH DE number 2169591
Language Label Description Also known as
English
Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic ARMA Models
scientific article; zbMATH DE number 2169591

    Statements

    Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic ARMA Models (English)
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    20 May 2005
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    PARMA model
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    innovations algorithm
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    Durbin-Levinson algorithm
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    Identifiers