pcts (Q92279)
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Periodically Correlated and Periodically Integrated Time Series
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | pcts |
Periodically Correlated and Periodically Integrated Time Series |
Statements
25 November 2023
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Classes and methods for modelling and simulation of periodically correlated (PC) and periodically integrated time series. Compute theoretical periodic autocovariances and related properties of PC autoregressive moving average models. Some original methods including Boshnakov & Iqelan (2009) <doi:10.1111/j.1467-9892.2009.00617.x>, Boshnakov (1996) <doi:10.1111/j.1467-9892.1996.tb00281.x>.
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expanded from: GPL (≥ 2) (English)
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