Extension of Autocovariance Coefficients Sequence for Periodically Correlated Processes
From MaRDI portal
Publication:5467611
DOI10.1111/j.1467-9892.2004.00409.xzbMath1091.62078MaRDI QIDQ5467611
Publication date: 24 May 2006
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2004.00409.x
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
Related Items
Cites Work
- Unnamed Item
- Characterization of the partial autocorrelation function of nonstationary time series.
- Schur parameters, factorization and dilation problems
- An Extension Problem For Discrete‐Time Periodically Correlated Stochastic Processes
- On periodic autoregressive processes estimation
- A necessary and sufficient condition for the existence of the maximum likelihood estimate in autoregressive models
- Maximum entropy modeling of periodically correlated processes