Identification of Periodic Moving-Average Models

Communications in Statistics - Theory and Methods

Volumn 32, Issue 12, 2003, Pages 2465-2475

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

^a YEDITEPE UNIVERSITY   (Turkey)

^b QATAR UNIVERSITY   (Qatar)

Author keywords

Autocorrelation function; Identification; PARMA model; Periodic models; PMA model

Indexed keywords

ASYMPTOTIC STABILITY; COMPUTER SIMULATION; CORRELATION METHODS; GAUSSIAN NOISE (ELECTRONIC); MATHEMATICAL MODELS; VARIATIONAL TECHNIQUES; WHITE NOISE;

AUTOCORRELATION METHODS; PERIODIC MODELS; STATISTICAL VARIANCES;

REGRESSION ANALYSIS;

EID: 0345724784     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1081/STA-120025388     Document Type: Article

References (10)

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10. Vecchia, A. V. (1985). Periodic autoregressive-moving average (PARMA) modeling with applications to water resources. Water Resour. Bull. 21(5):721-730.