Modeling of Stationary Periodic Time Series by ARMA Representations

DOI10.1007/978-3-319-42056-1_9zbMath1356.62148arXiv1511.00734OpenAlexW2228063151MaRDI QIDQ2957710

Anders Lindquist, Giorgio Picci

Publication date: 27 January 2017

Published in: Optimization and Its Applications in Control and Data Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.00734

zbMATH Keywords

image processingperiodic processesdiscrete moment problembilateral ARMA modelscirculant covariance extension

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Image analysis in multivariate analysis (62H35) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08)

Related Items (2)

A test for block circular symmetric covariance structure with divergent dimension ⋮ Periodic vector processes with an internal reciprocal dynamics

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