scientific article

zbMath0586.62146MaRDI QIDQ3711570

Tomáš Cipra

Publication date: 1985

Full work available at URL: https://eudml.org/doc/15398

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

numerical simulationsseasonal time seriesestimation proceduremultivariate moving average modelsDurbin's constructionPeriodic moving average processestest of the periodic structure

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Related Items (3)

A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes ⋮ Unnamed Item ⋮ Model-building problem of periodically correlated \(m\)-variate moving average processes

Cites Work

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• On periodic and multiple autoregressions
• EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS
• Statistical analysis of periodic autoregression
• Using Periodic Autoregressions for Multiple Spectral Estimation
• Time series with periodic structure

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