Periodic autoregressive moving average methods based on Fourier representation of periodic coefficients
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Publication:6604487
DOI10.1002/WICS.1380zbMATH Open1545.62037MaRDI QIDQ6604487
H. L. Hurd, Anna E. Dudek, Wioletta Wójtowicz
Publication date: 12 September 2024
Published in: Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)
time series analysisFourier-PARMA modelsperiodic ARMA models (PARMA models)periodically correlated (PC) sequences
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