Spectral Decomposition of the AR Metric

DOI10.1007/978-3-642-35588-2_11zbMath1300.62089OpenAlexW1595543971MaRDI QIDQ2930694

Maria Iannario, Domenico Piccolo

Publication date: 19 November 2014

Published in: Advances in Theoretical and Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-35588-2_11

zbMATH Keywords

spectral decompositionARIMA processesAR metric

Mathematics Subject Classification ID

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

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The Autoregressive metric for comparing time series models

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