A Note on Calculating Autocovariances of Periodic<i>ARMA</i>Models (Q3625317)
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| English | A Note on Calculating Autocovariances of Periodic<i>ARMA</i>Models |
scientific article |
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A Note on Calculating Autocovariances of Periodic<i>ARMA</i>Models (English)
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12 May 2009
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autocovariance functions
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PARMA models
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periodic Yule-Walker equations
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0.93326926
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0.9262933
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0.9204184
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0.8923689
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0.88748324
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0.88543564
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0.88440484
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0.8822569
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