Time series analysis of covariance based on linear transfer function models
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Publication:2417983
DOI10.1007/s11203-018-9182-zOpenAlexW2793632776MaRDI QIDQ2417983
M. Kordkatuli, M. Khalafi, M. Azimmohseni
Publication date: 31 May 2019
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-018-9182-z
discrete Fourier transformspectral representationprewhiteningfrequency response functiontransfer function model
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
Uses Software
Cites Work
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