On AR(1) models with periodic and almost periodic coefficients.

DOI10.1016/S0304-4149(02)00094-7zbMath1059.60045MaRDI QIDQ1766030

Andrzej Makagon, Harry L. Hurd, Abol G. Miamee

Publication date: 25 February 2005

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

zbMATH Keywords

spectrum; autoregressive model; almost periodic sequence; periodically correlated variables

Mathematics Subject Classification ID

60G12: General second-order stochastic processes

Related Items

Causality conditions and autocovariance calculations in PVAR models, Periodically correlated sequences of less than full rank, Estimation for almost periodic processes, Asymptotic Inefficiency of Mean-Correction on Parameter Estimation for a Periodic First-Order Autoregressive Model, Simulation of Real-Valued Discrete-Time Periodically Correlated Gaussian Processes with Prescribed Spectral Density Matrices

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