ASYMPTOTIC RESULTS FOR PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q4696576)
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scientific article; zbMATH DE number 221003
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| English | 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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0.8252851963043213
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0.8013719916343689
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0.8011645674705505
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