Model-building problem of periodically correlated \(m\)-variate moving average processes

DOI10.1006/jmva.1997.1733zbMath0923.62089MaRDI QIDQ1268004

Mohamed Bentarzi

Publication date: 31 October 1999

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1997.1733

zbMATH Keywords

continued fractions; autocovariance operator; linear stochastic difference equation

Mathematics Subject Classification ID

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

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