On covariance generating functions and spectral densities of periodically correlated autoregressive processes
DOI10.1155/JAMSA/2006/94746zbMATH Open1107.62099MaRDI QIDQ871351FDOQ871351
A. R. Nematollahi, A. R. Soltani, Z. Shishebor
Publication date: 19 March 2007
Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/53039
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
Cites Work
- Time series: theory and methods.
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- Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic ARMA Models
- Title not available (Why is that?)
- Periodically Correlated Processes and Their Stationary Dilations
- Title not available (Why is that?)
- Title not available (Why is that?)
- Discrete time periodically correlated Markov processes
- ON THE SPECTRAL DENSITY MATRIX OF A PERIODIC ARMA PROCESS
- Simple Random Measures and Simple Processes
Cited In (6)
- Characterization of discrete scale invariant Markov sequences
- Extension of Autocovariance Coefficients Sequence for Periodically Correlated Processes
- Periodically correlated autoregressive Hilbertian processes
- Convergence Rate of Empirical Autocovariance Operators in H-Valued Periodically Correlated Processes
- Discrete time periodically correlated Markov processes
- ON THE SPECTRAL DENSITY MATRIX OF A PERIODIC ARMA PROCESS
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