Spectral Factorization of Periodically Correlated MA(1) Processes (Q4393824): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1239/jap/1032192550 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2074486772 / rank | |||
Normal rank | |||
Latest revision as of 02:55, 20 March 2024
scientific article; zbMATH DE number 1161873
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral Factorization of Periodically Correlated MA(1) Processes |
scientific article; zbMATH DE number 1161873 |
Statements
Spectral Factorization of Periodically Correlated MA(1) Processes (English)
0 references
3 November 1998
0 references
periodic models
0 references
moving average models
0 references
World-Cramer models
0 references
spectral factorization
0 references
MA representations
0 references
invertibility
0 references
characterization
0 references
