ON THE SPECTRAL DENSITY MATRIX OF A PERIODIC ARMA PROCESS
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Publication:3197170
DOI10.1111/j.1467-9892.1991.tb00069.xzbMath0712.62091MaRDI QIDQ3197170
Publication date: 1991
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1991.tb00069.x
spectral density matrix; spectral representation theorems; periodic ARMA process; periodic stationary processes
62M15: Inference from stochastic processes and spectral analysis
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Cites Work