Matrix representations of spectral coefficients of randomly sampled ARMA models

DOI10.1016/0304-4149(94)00009-3zbMath0814.62057OpenAlexW1966128386MaRDI QIDQ1343599

Amina Kadi, Abdelkader Mokkadem

Publication date: 18 June 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)00009-3

zbMATH Keywords

probability generating functionzerospolesmatrix representationscovariance generating functionrandomly sampled ARMA modelsunivariate randomly sampled autoregressive moving-average models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (2)

Matrix representations of spectral coefficients of randomly sampled ARMA models ⋮ Unnamed Item

Cites Work

• A central limit theorem for estimation in Gaussian stationary time series observed at unequally spaced times
• Matrix representations of spectral coefficients of randomly sampled ARMA models
• SPECTRAL ANALYSIS FOR AMPLITUDE-MODULATED TIME SERIES
• Autocorrelation estimation of time series with randomly missing observations
• Parametric estimators for stationary time series with missing observations
• Estimation of Time Series Models in the Presence of Missing Data
• RANDOM AGGREGATION OF UNIVARIATE AND MULTIVARIATE LINEAR PROCESSES
• Alias-Free Sampling of Random Noise
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Matrix representations of spectral coefficients of randomly sampled ARMA models