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Dudek, Anna E.; Hurd, Harry; Wójtowicz, Wioletta

Periodic autoregressive moving average methods based on Fourier representation of periodic coefficients. (English) Zbl 07912798

Wiley Interdiscip. Rev., WIREs Comput. Stat. 8, No. 3, 130-149 (2016).

Cited in 5 Documents

MSC:

62-08 Computational methods for problems pertaining to statistics

Keywords:

periodically correlated (PC) sequences; periodic ARMA models (PARMA models); Fourier-PARMA models; time series analysis
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