Using Periodic Autoregressions for Multiple Spectral Estimation

DOI10.2307/1268487MaRDI QIDQ3945453zbMATH OpenOpenAlexFDO

Authors H. Joseph Newton

Publication date 1982

Full work available at URL https://doi.org/10.2307/1268487

zbMATH Keywords

multiple time seriesnew method of estimating spectral densityperiodically stationary autoregressive processesreview of existing methodsspectral-density function

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Cited in

(11)

• Minimum Hellinger distance estimates for a periodically time-varying long memory parameter
• ON THE SPECTRAL DENSITY MATRIX OF A PERIODIC ARMA PROCESS
• Statistical analysis of periodic autoregression
• Periodic autoregression with exogenous variables and periodic variances
• scientific article; zbMATH DE number 3940531 (Why is no real title available?)
• ESTIMATION IN MULTIPLE AUTOREGRESSIVE-MOVING AVERAGE MODELS USING PERIODICITY
• DIAGNOSTIC CHECKING OF PERIODIC AUTOREGRESSION MODELS WITH APPLICATION
• Multivariate autoregressive time semes modeling: one scalar autoregressive model at-A-time
• On Markov-switching periodicARMAmodels
• scientific article; zbMATH DE number 3992726 (Why is no real title available?)
• Generation Of Time Series Models With Given Spectral Properties

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