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Matrix representations of spectral coefficients of randomly sampled ARMA models - MaRDI portal

Matrix representations of spectral coefficients of randomly sampled ARMA models (Q1343599)

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scientific article; zbMATH DE number 713920
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Matrix representations of spectral coefficients of randomly sampled ARMA models
scientific article; zbMATH DE number 713920

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    Matrix representations of spectral coefficients of randomly sampled ARMA models (English)
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    18 June 1995
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    univariate randomly sampled autoregressive moving-average models
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    covariance generating function
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    zeros
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    poles
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    matrix representations
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    randomly sampled ARMA models
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    probability generating function
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