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Periodic autoregressive moving average methods based on Fourier representation of periodic coefficients - MaRDI portal

Periodic autoregressive moving average methods based on Fourier representation of periodic coefficients (Q6604487)

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scientific article; zbMATH DE number 7912798
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Periodic autoregressive moving average methods based on Fourier representation of periodic coefficients
scientific article; zbMATH DE number 7912798

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    Periodic autoregressive moving average methods based on Fourier representation of periodic coefficients (English)
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    12 September 2024
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    periodically correlated (PC) sequences
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    periodic ARMA models (PARMA models)
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    Fourier-PARMA models
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    time series analysis
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