Matrix representations of spectral coefficients of randomly sampled ARMA models

DOI10.1016/0304-4149(94)00009-3zbMath0814.62057MaRDI QIDQ1343599

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 function; zeros; poles; matrix representations; covariance generating function; randomly sampled ARMA models; univariate randomly sampled autoregressive moving-average models

Mathematics Subject Classification ID

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

62M15: Inference from stochastic processes and spectral analysis

Related Items

Unnamed Item, Matrix representations of spectral coefficients of randomly sampled ARMA models

Cites Work

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