Asymptotic results for Fourier-PARMA time series (Q4979099)

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scientific article; zbMATH DE number 6304775
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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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