Spectrum of randomly sampled multivariate \textsl{ARMA} models.
From MaRDI portal
Publication:4909783
zbMATH Open1274.62633MaRDI QIDQ4909783FDOQ4909783
Authors: Amina Kadi
Publication date: 21 March 2013
Full work available at URL: http://www.kybernetika.cz/content/1998/3
Recommendations
- Matrix representations of spectral coefficients of randomly sampled ARMA models
- On the spectrum of randomly aggregate ARMA models
- scientific article; zbMATH DE number 839299
- Recursive Simulation of Stationary Multivariate Random Processes—Part I
- Generation Of Time Series Models With Given Spectral Properties
Inference from stochastic processes and spectral analysis (62M15) Stationary stochastic processes (60G10)
Cites Work
- Title not available (Why is that?)
- Parametric estimators for stationary time series with missing observations
- Estimation of Time Series Models in the Presence of Missing Data
- Title not available (Why is that?)
- A central limit theorem for estimation in Gaussian stationary time series observed at unequally spaced times
- Alias-Free Sampling of Random Noise
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Matrix representations of spectral coefficients of randomly sampled ARMA models
- SPECTRAL ANALYSIS FOR AMPLITUDE-MODULATED TIME SERIES
- Title not available (Why is that?)
- Autocorrelation estimation of time series with randomly missing observations
- RANDOM AGGREGATION OF UNIVARIATE AND MULTIVARIATE LINEAR PROCESSES
- Title not available (Why is that?)
Cited In (4)
This page was built for publication: Spectrum of randomly sampled multivariate \textsl{ARMA} models.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4909783)