Spectral Factorization of Periodically Correlated MA(1) Processes (Q4393824)
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scientific article; zbMATH DE number 1161873
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral Factorization of Periodically Correlated MA(1) Processes |
scientific article; zbMATH DE number 1161873 |
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Spectral Factorization of Periodically Correlated MA(1) Processes (English)
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3 November 1998
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periodic models
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moving average models
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World-Cramer models
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spectral factorization
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MA representations
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invertibility
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characterization
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