Identification of Periodic Moving-Average Models

DOI10.1081/STA-120025388zbMath1028.62071MaRDI QIDQ4434426

Abdullah A. Smadi, Taylan Ali Ula

Publication date: 6 November 2003

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

identificationsimulationsautocorrelation functionperiodic modelsPARMA modelPMA model

Mathematics Subject Classification ID

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

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Cites Work

• On periodic and multiple autoregressions
• ASYMPTOTIC RESULTS FOR PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
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