Some results in periodic autoregression
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Publication:4194331
DOI10.1093/biomet/66.2.219zbMath0407.62067OpenAlexW2102389332MaRDI QIDQ4194331
Publication date: 1979
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/66.2.219
Time SeriesFunctional Central Limit TheoremSpectral PropertiesAutoregressive ProcessPeriodic Process
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Functional limit theorems; invariance principles (60F17)
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