Periodically correlated sequences of less than full rank
From MaRDI portal
Publication:1765668
DOI10.1016/j.jspi.2004.06.053zbMath1098.62119OpenAlexW1982909058MaRDI QIDQ1765668
Publication date: 23 February 2005
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2004.06.053
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cites Work
- On periodic and multiple autoregressions
- Characterization of the partial autocorrelation function of nonstationary time series.
- Innovations algorithm for periodically stationary time series
- On AR(1) models with periodic and almost periodic coefficients.
- On the Wold decomposition of discrete-time cyclostationary processes
- Recursive Prediction and Likelihood Evaluation for Periodic ARMA Models
- Explicit Formula for the Best Linear Predictor of Periodically Correlated Sequences
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item