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Volumn 2006, Issue , 2006, Pages

On covariance generating functions and spectral densities of periodically correlated autoregressive processes

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EID: 55249095068     PISSN: 10489533     EISSN: 16872177     Source Type: Journal    
DOI: 10.1155/JAMSA/2006/94746     Document Type: Article
Times cited : (4)

References (10)
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    • Periodically correlated random sequences
    • E. G. Gladyshev, Periodically correlated random sequences, Soviet Mathematics Doklady 2 (1961), 385-388.
    • (1961) Soviet Mathematics Doklady , vol.2 , pp. 385-388
    • Gladyshev, E.G.1
  • 4
    • 0025478019 scopus 로고
    • Periodically correlated processes and their stationary dilations
    • A. G. Miamee, Periodically correlated processes and their stationary dilations, SIAM Journal on Applied Mathematics 50 (1990), no. 4, 1194-1199.
    • (1990) SIAM Journal on Applied Mathematics , vol.50 , Issue.4 , pp. 1194-1199
    • Miamee, A.G.1
  • 5
    • 0002021884 scopus 로고
    • On the prediction of periodically correlated stochastic processes
    • (Proc. Fifth Internat. Sympos., Univ. Pittsburgh, Pittsburgh, Pa, 1978) (P. R. Krishnaiah, ed.), North-Holland, Amsterdam
    • A. G.Miamee and H. Salehi, On the prediction of periodically correlated stochastic processes, Multivariate Analysis, V (Proc. Fifth Internat. Sympos., Univ. Pittsburgh, Pittsburgh, Pa, 1978) (P. R. Krishnaiah, ed.), North-Holland, Amsterdam, 1980, pp. 167-179.
    • (1980) Multivariate Analysis , vol.5 , pp. 167-179
    • Miamee, A.G.1    Salehi, H.2
  • 8
    • 84981412767 scopus 로고
    • On the spectral density matrix of a periodic ARMA process
    • H. Sakai, On the spectral density matrix of a periodic ARMA process, Journal of Time Series Analysis 12 (1991), no. 1, 73-82.
    • (1991) Journal of Time Series Analysis , vol.12 , Issue.1 , pp. 73-82
    • Sakai, H.1
  • 9
    • 2942595768 scopus 로고    scopus 로고
    • Computation and characterization of autocorrelations and partial autocorrelations in periodic ARMA models
    • Q. Shao and R. B. Lund, Computation and characterization of autocorrelations and partial autocorrelations in periodic ARMA models, Journal of Time Series Analysis 25 (2004), no. 3, 359-372.
    • (2004) Journal of Time Series Analysis , vol.25 , Issue.3 , pp. 359-372
    • Shao, Q.1    Lund, R.B.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.