ASYMPTOTIC RESULTS FOR PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q4696576)
From MaRDI portal
scientific article; zbMATH DE number 221003
Language | Label | Description | Also known as |
---|---|---|---|
English | ASYMPTOTIC RESULTS FOR PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES |
scientific article; zbMATH DE number 221003 |
Statements
ASYMPTOTIC RESULTS FOR PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (English)
0 references
29 June 1993
0 references
sample autocovariance
0 references
sample autocorrelation functions
0 references
periodic autoregressive moving-average processes
0 references
modelling periodically stationary time series
0 references
discrete Fourier transform
0 references
model identification analysis
0 references