Testing for periodic autocorrelations in seasonal time series data (Q5748781)

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scientific article; zbMATH DE number 4182657
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Testing for periodic autocorrelations in seasonal time series data
scientific article; zbMATH DE number 4182657

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    Testing for periodic autocorrelations in seasonal time series data (English)
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    1991
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    asymptotic normality
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    circulant matrix
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    Fourier transform
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    periodic moving average
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    periodicities
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    seasonal time series
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    removal of seasonal means and standard deviations
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    estimated periodic autocorrelation function
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