ASYMPTOTIC RESULTS FOR PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES

DOI10.1111/j.1467-9892.1993.tb00126.xzbMath0767.62071MaRDI QIDQ4696576

Aldo V. Vecchia, Paul L. Anderson

Publication date: 29 June 1993

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

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1993.tb00126.x

zbMATH Keywords

discrete Fourier transform; sample autocovariance; sample autocorrelation functions; model identification analysis; modelling periodically stationary time series; periodic autoregressive moving-average processes

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

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Cites Work

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• Time series: theory and methods
• The asymptotic distribution of serial covariances
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• Testing for periodic autocorrelations in seasonal time series data