On the spectrum of correlation autoregressive sequences

DOI10.1016/S0304-4149(97)00038-0MaRDI QIDQ1275942zbMATH OpenFDO

Authors Andrzej Makagon, Abol G. Miamee

Publication date 14 January 1999

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

Full work available at URL https://doi.org/10.1016/S0304-4149(97)00038-0

zbMATH Keywords

harmonizable processalmost periodically correlated sequencesrepresentation for correlation function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) General second-order stochastic processes (60G12)

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Cites work

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Cited in

(7)

• Spectral measures of PARMA sequences
• Extension of Autocovariance Coefficients Sequence for Periodically Correlated Processes
• On AR(1) models with periodic and almost periodic coefficients.
• Spectral Methods for Cross Correlations of Geometric Sequences
• Results on the Crosscorrelation and Autocorrelation of Sequences
• scientific article; zbMATH DE number 4023622 (Why is no real title available?)
• scientific article; zbMATH DE number 3960828 (Why is no real title available?)

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