Statistical analysis of multiple moving average processes using periodicity

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Statistical analysis of multiple moving average processes using periodicity. (English). Kybernetika, vol. 21 (1985), issue 5, pp. 335-345

MSC: 62H12, 62M10, 91B82 | MR 818886 | Zbl 0613.62117

References:

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[3] T. Cipra: Periodic moving average process. Aplikace matematiky 30 (1985), 218 - 229. MR 0789861 | Zbl 0586.62146

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[6] M. Pagano: On periodic and multiple autoregressions. Ann. Statist. 6 (1978), 1310-1317. MR 0523765 | Zbl 0392.62073

[7] B. M. Troutman: Some results in periodic autoregressions. Biometrika 66(1979), 219-228. MR 0548187

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