Circulant matrices and time-series analysis

DOI10.1080/00207390110118953zbMath1002.62070OpenAlexW3121631155WikidataQ99705594 ScholiaQ99705594MaRDI QIDQ3150479

D. Stephen G. Pollock

Publication date: 17 October 2002

Published in: International Journal of Mathematical Education in Science and Technology (Search for Journal in Brave)

Full work available at URL: https://www.qmul.ac.uk/sef/media/econ/research/workingpapers/2000/items/wp422.pdf

zbMATH Keywords

empirical processescirculant matrices

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Basic linear algebra (15A99)

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Cites Work

• Time series: theory and methods
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