Time series analysis of covariance based on linear transfer function models

DOI10.1007/S11203-018-9182-ZOpenAlexW2793632776MaRDI QIDQ2417983

M. Kordkatuli, M. Khalafi, M. Azimmohseni

Publication date: 31 May 2019

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-018-9182-z

zbMATH Keywords

discrete Fourier transformspectral representationprewhiteningfrequency response functiontransfer function model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Uses Software

• astsa

Cites Work

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