Periodic autoregressive moving average methods based on Fourier representation of periodic coefficients

DOI10.1002/WICS.1380MaRDI QIDQ6604487zbMATH OpenFDO

Authors Anna E. Dudek, H. L. Hurd, Wioletta Wójtowicz

Publication date 12 September 2024

Published in Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

time series analysisFourier-PARMA modelsperiodic ARMA models (PARMA models)periodically correlated (PC) sequences

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cited in

(3)

• Minimax interpolation of continuous time stochastic processes with periodically correlated increments observed with noise
• Diagnostic checking of periodic vector autoregressive time series models with dependent errors
• Optimal choice of bootstrap block length for periodically correlated time series

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