ASYMPTOTIC RESULTS FOR PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES

DOI10.1111/j.1467-9892.1993.tb00126.xzbMath0767.62071OpenAlexW2084550234MaRDI QIDQ4696576

Paul L. Anderson, Aldo V. Vecchia

Publication date: 29 June 1993

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1993.tb00126.x

zbMATH Keywords

discrete Fourier transformsample autocovariancesample autocorrelation functionsmodel identification analysismodelling periodically stationary time seriesperiodic autoregressive moving-average processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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