Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic ARMA Models (Q4677018): Difference between revisions
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| Property / DOI: 10.1111/j.1467-9892.2004.00356.x / rank | |||
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| Property / cites work: Q4883524 / rank | |||
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| Property / cites work: Q4862306 / 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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| Property / DOI: 10.1111/J.1467-9892.2004.00356.X / rank | |||
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Latest revision as of 15:01, 30 December 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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