Extension of Autocovariance Coefficients Sequence for Periodically Correlated Processes (Q5467611): Difference between revisions

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+An Extension Problem For Discrete‐Time Periodically Correlated Stochastic Processes
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+Schur parameters, factorization and dilation problems
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+A necessary and sufficient condition for the existence of the maximum likelihood estimate in autoregressive models
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+Characterization of the partial autocorrelation function of nonstationary time series.
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+Q4325549
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+On periodic autoregressive processes estimation
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+Maximum entropy modeling of periodically correlated processes
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