Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic ARMA Models (Q4677018)

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scientific article; zbMATH DE number 2169591
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Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic ARMA Models
scientific article; zbMATH DE number 2169591

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    Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic ARMA Models (English)
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    20 May 2005
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    PARMA model
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    innovations algorithm
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    Durbin-Levinson algorithm
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