Matrix representations of spectral coefficients of randomly sampled ARMA models

DOI10.1016/0304-4149(94)00009-3MaRDI QIDQ1343599zbMATH OpenOpenAlexFDO

Authors Amina Kadi, Abdelkader Mokkadem

Publication date 18 June 1995

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(94)00009-3

zbMATH Keywords

probability generating functionpoleszerosmatrix representationscovariance generating functionrandomly sampled ARMA modelsunivariate randomly sampled autoregressive moving-average models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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• A central limit theorem for estimation in Gaussian stationary time series observed at unequally spaced times
• Alias-Free Sampling of Random Noise
• Autocorrelation estimation of time series with randomly missing observations
• Estimation of Time Series Models in the Presence of Missing Data
• Matrix representations of spectral coefficients of randomly sampled ARMA models
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• RANDOM AGGREGATION OF UNIVARIATE AND MULTIVARIATE LINEAR PROCESSES
• SPECTRAL ANALYSIS FOR AMPLITUDE-MODULATED TIME SERIES

Cited in

(5)

• scientific article; zbMATH DE number 839299 (Why is no real title available?)
• On the spectrum of randomly aggregate ARMA models
• Matrix representations of spectral coefficients of randomly sampled ARMA models
• Spectrum of randomly sampled multivariate \textsl{ARMA} models.
• A spectral characterization of the behavior of discrete time AR-representations over a finite time interval.

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