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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| English | Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic ARMA Models |
scientific article; zbMATH DE number 2169591 |
Statements
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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0.8475748300552368
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0.8182326555252075
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0.8147403001785278
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0.7867060303688049
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