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autocovariance operator
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model-building problem
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periodic matrix continued fraction
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periodically correlated moving average process
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symbolic factorization
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Bentarzi, Mohamed
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Journal of Multivariate Analysis
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1
Model-Building
Problem
of Periodically Correlatedm-Variate Moving Average Processes
Bentarzi, Mohamed
- In:
Journal of Multivariate Analysis
66
(
1998
)
1
,
pp. 1-21
The
model-building
problem
of periodically correlatedm-variateq-dependent processes is considered. We show that for a …
Persistent link: https://www.econbiz.de/10005106951
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