Some properties of periodogram of autoregressive integrated moving average process

MaRDI QIDQ3403470zbMATH OpenFDO

Authors Lixia Xu, Cihua Liu

Publication date 12 February 2010

zbMATH Keywords

nonstationary time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Recommendations

• Some Properties of the Normalized Periodogram of a Fractionally Integrated Separable Spatial ARMA (FISSARMA) Model
• Two limit theorems on ARIMA models
• scientific article; zbMATH DE number 19725
• scientific article; zbMATH DE number 4109748
• ASYMPTOTIC PROPERTIES OF THE SAMPLE AUTOCORRELATIONS AND PARTIAL AUTOCORRELATIONS OF A MULTIPLICATIVE ARIMA PROCESS

This page was built for publication: Some properties of periodogram of autoregressive integrated moving average process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3403470)