Asymptotic results for Fourier-PARMA time series (Q4979099)
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scientific article; zbMATH DE number 6304775
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English | Asymptotic results for Fourier-PARMA time series |
scientific article; zbMATH DE number 6304775 |
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Asymptotic results for Fourier-PARMA time series (English)
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16 June 2014
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discrete Fourier transform
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periodic auto-regressive moving average
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parameter estimation
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innovations algorithm
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asymptotic distribution
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