scientific article; zbMATH DE number 839299

MaRDI QIDQ4864153zbMATH OpenFDO

Authors Amina Kadi

Publication date 22 February 1996

zbMATH Keywords

ARMA modelsmatrix representationscovariance generating function

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Stationary stochastic processes (60G10)

Recommendations

• On the spectrum of randomly aggregate ARMA models
• Spectrum of randomly sampled multivariate \textsl{ARMA} models.
• Matrix representations of spectral coefficients of randomly sampled ARMA models
• The asymptotic CRLB for the spectrum of ARMA processes
• The spectral representation of Markov switching ARMA models
• A New ARMA Spectral Estimator
• Aggregation and systematic sampling of periodic ARMA processes

Cited in

(3)

• RANDOM AGGREGATION OF UNIVARIATE AND MULTIVARIATE LINEAR PROCESSES
• On the spectrum of randomly aggregate ARMA models
• Spectrum of randomly sampled multivariate \textsl{ARMA} models.

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