ASYMPTOTIC RESULTS FOR PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q4696576)

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scientific article; zbMATH DE number 221003
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ASYMPTOTIC RESULTS FOR PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
scientific article; zbMATH DE number 221003

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    ASYMPTOTIC RESULTS FOR PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (English)
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    29 June 1993
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    sample autocovariance
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    sample autocorrelation functions
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    periodic autoregressive moving-average processes
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    modelling periodically stationary time series
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    discrete Fourier transform
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    model identification analysis
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