PARSIMONIOUS PERIODIC TIME SERIES MODELING
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Publication:3429881
DOI10.1111/j.1467-842X.2006.00423.xzbMath1109.62079MaRDI QIDQ3429881
Robert B. Lund, Ishwar V. Basawa, Qin Shao
Publication date: 20 March 2007
Published in: Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics (Search for Journal in Brave)
Fourier seriesstandard errorsperiodic autocovariancesPARMAperiodic autoregressive moving-average model
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Applications of statistics to environmental and related topics (62P12) Asymptotic properties of parametric tests (62F05)
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- Time series: theory and methods.
- An approach to modeling seasonally stationary time series
- Recursive Prediction and Likelihood Evaluation for Periodic ARMA Models
- Large Sample Properties of Parameter Estimates for Periodic ARMA Models
- Periodic integer-valued bilinear time series model
- Characterization of cyclostationary random signal processes
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