Spectral measures of PARMA sequences

MaRDI QIDQ3608185zbMATH OpenFDO

Authors Agnieszka Wyłomańska

Publication date 28 February 2009

zbMATH Keywords

periodically correlated processstrongly harmonizable sequence

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Recommendations

• scientific article; zbMATH DE number 5187528
• Theoretical prediction of periodically correlated sequences
• On the spectrum of correlation autoregressive sequences
• Representation of strongly harmonizable periodically correlated processes and their covariances
• On Spectral Domain of Periodically Correlated Processes

Cited in

(6)

• On the spectrum of correlation autoregressive sequences
• The modified Yule-Walker method for \(\alpha\)-stable time series models
• On AR(1) models with periodic and almost periodic coefficients.
• Theoretical prediction of periodically correlated sequences
• Asymptotic results for Fourier-PARMA time series
• The maximum likelihood method for Student's t-distributed autoregressive model with infinite variance

This page was built for publication: Spectral measures of PARMA sequences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3608185)