Asymptotic results for Fourier-PARMA time series

DOI10.1111/j.1467-9892.2010.00689.xzbMath1290.62089OpenAlexW1927414870MaRDI QIDQ4979099

Paul L. Anderson, Yonas Gebeyehu Tesfaye, Mark M. Meerschaert

Publication date: 16 June 2014

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2010.00689.x

zbMATH Keywords

asymptotic distributionparameter estimationdiscrete Fourier transforminnovations algorithmperiodic auto-regressive moving average

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Parsimonious time series modeling for high frequency climate data ⋮ Forecasting with prediction intervals for periodic autoregressive moving average models

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