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  • Search: subject:"periodically correlated moving average process"
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autocovariance operator 1 model-building problem 1 periodic matrix continued fraction 1 periodically correlated moving average process 1 symbolic factorization 1
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Bentarzi, Mohamed 1
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Journal of Multivariate Analysis 1
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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 given periodical autocovariance function of anm-variateMA(q) process there are two particular corresponding classes (that may reduce to one class) of periodic (equivalent)...
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