On the spectrum of correlation autoregressive sequences

DOI10.1016/S0304-4149(97)00038-0zbMATH Open0905.62091MaRDI QIDQ1275942FDOQ1275942

Abol G. Miamee, Andrzej Makagon

Publication date: 14 January 1999

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

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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)

Cites Work

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• Seismic waves and correlation autoregressive processes

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
• Title not available (Why is that?)
• Title not available (Why is that?)

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