On periodic autoregressive processes estimation

DOI10.1109/78.845938zbMath1011.62091OpenAlexW3147066024MaRDI QIDQ2734342

Sophie Lambert-Lacroix

Publication date: 9 June 2003

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.845938

zbMATH Keywords

periodically correlated processesautoregressive estimationsample partial autocorrelationstationary multivariate processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (3)

Characterization of the partial autocorrelation function of nonstationary time series. ⋮ Maximum entropy for periodically correlated processes from nonconsecutive autocovariance coefficients ⋮ Extension of Autocovariance Coefficients Sequence for Periodically Correlated Processes

This page was built for publication: On periodic autoregressive processes estimation