ON THE SPECTRAL DENSITY MATRIX OF A PERIODIC ARMA PROCESS

DOI10.1111/J.1467-9892.1991.TB00069.XzbMath0712.62091OpenAlexW2067250905MaRDI QIDQ3197170

Hideaki Sakai

Publication date: 1991

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1991.tb00069.x

zbMATH Keywords

spectral density matrixspectral representation theoremsperiodic ARMA processperiodic stationary processes

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Related Items (5)

Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes ⋮ A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes ⋮ On covariance generating functions and spectral densities of periodically correlated autoregressive processes ⋮ On AR(1) models with periodic and almost periodic coefficients. ⋮ perARMA

Cites Work

• Unnamed Item
• On periodic and multiple autoregressions
• Using Periodic Autoregressions for Multiple Spectral Estimation
• Characterization of cyclostationary random signal processes
• The distribution of the sequential decoding computation time

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