Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic ARMA Models
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Publication:4677018
DOI10.1111/j.1467-9892.2004.00356.xzbMath1062.62203MaRDI QIDQ4677018
Publication date: 20 May 2005
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2004.00356.x
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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