Aggregation and systematic sampling of periodic ARMA processes

DOI10.1016/j.csda.2008.02.009zbMath1452.62677MaRDI QIDQ1023773

Abdessamad Saidi, Roch Roy

Publication date: 16 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2008.02.009

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

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Asymptotic results for Fourier-PARMA time series, Modelling and forecasting wind speed intensity for weather risk management, Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models

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