Parameter Estimation for Periodically Stationary Time Series (Q5467614): Difference between revisions
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| Property / cites work: Periodic moving averages of random variables with regularly varying tails / rank | |||
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| Property / cites work: Innovations algorithm for periodically stationary time series / rank | |||
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| Property / cites work: Q5560061 / rank | |||
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| Property / cites work: Simple consistent estimation of the coefficients of a linear filter / rank | |||
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Latest revision as of 13:34, 24 June 2024
scientific article; zbMATH DE number 5026140
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter Estimation for Periodically Stationary Time Series |
scientific article; zbMATH DE number 5026140 |
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Parameter Estimation for Periodically Stationary Time Series (English)
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24 May 2006
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time series
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periodically stationary
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innovation algorithm
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