Identification and validation of periodic autoregressive model with additive noise: finite-variance case
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Publication:6099514
DOI10.1016/j.cam.2023.115131arXiv2308.11265OpenAlexW4321256614MaRDI QIDQ6099514
Wojciech Żuławiński, Agnieszka Wyłomańska, Radosław Zimroz, Aleksandra Grzesiek
Publication date: 20 June 2023
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2308.11265
Monte Carlo simulationsautocovariance functionmodel validationadditive noisemodel identificationperiodic autoregressive model
Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Theory of data (68Pxx) Inference from stochastic processes (62Mxx) Multivariate analysis (62Hxx)
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