Periodic stationarity conditions for periodic autoregressive moving average processes as eigenvalue problems

Water Resources Research

Volumn 33, Issue 8, 1997, Pages 1929-1934

  Ula, Taylan A ^a   Smadi, Abdullah A ^b  

^a MIDDLE EAST TECHNICAL UNIVERSITY   (Turkey)

^b AL AL BAYT UNIVERSITY   (Jordan)

Author keywords

[No Author keywords available]

Indexed keywords

GAUSSIAN NOISE (ELECTRONIC); RANDOM PROCESSES;

AUTOREGRESSIVE MOVING AVERAGE; AUTOREGRESSIVE MOVING AVERAGE ARMA PROCESS; EIGENVALUE PROBLEM; PERIODIC AUTOREGRESSIVE PROCESS; PERIODIC PROCESS; STATIONARITY; UNIVARIATE;

EIGENVALUES AND EIGENFUNCTIONS;

EID: 0030834316     PISSN: 00431397     EISSN: None     Source Type: Journal    
DOI: 10.1029/97WR01002     Document Type: Article

References (11)

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