Testing for periodic autocorrelations in seasonal time series data
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Publication:5748781
DOI10.1093/biomet/78.1.53zbMath0717.62083OpenAlexW2029802491MaRDI QIDQ5748781
Aldo V. Vecchia, Rocco Ballerini
Publication date: 1991
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/78.1.53
Fourier transformasymptotic normalitycirculant matrixseasonal time seriesperiodicitiesestimated periodic autocorrelation functionperiodic moving averageremoval of seasonal means and standard deviations
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)
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