| Title:
|
Statistical analysis of multiple moving average processes using periodicity (English) |
| Author:
|
Cipra, Tomáš |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
21 |
| Issue:
|
5 |
| Year:
|
1985 |
| Pages:
|
335-345 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62H12 |
| MSC:
|
62M10 |
| MSC:
|
91B82 |
| idZBL:
|
Zbl 0613.62117 |
| idMR:
|
MR818886 |
| . |
| Date available:
|
2009-09-24T17:49:11Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124995 |
| . |
| Reference:
|
[1] J. Anděl: Statistical analysis of periodic autoregression.Aplikace matematiky 28 (1983), 364-385. MR 0712913 |
| Reference:
|
[2] G. E. P. Box, G. M. Jenkins: Time Series Analysis. Forecasting and Control.Holden Day, San Francisco 1970. Zbl 0249.62009, MR 0272138 |
| Reference:
|
[3] T. Cipra: Periodic moving average process.Aplikace matematiky 30 (1985), 218 - 229. Zbl 0586.62146, MR 0789861 |
| Reference:
|
[4] J. Durbin: Efficient estimation of parameters in moving average models.Biometrika 46 (1959), 306-316. Zbl 0097.34602, MR 0114283 |
| Reference:
|
[5] H. J. Newton: Using periodic autoregressions for multiple spectral estimation.Technometrics 24 (1982), 109-116. Zbl 0485.62109, MR 0655574 |
| Reference:
|
[6] M. Pagano: On periodic and multiple autoregressions.Ann. Statist. 6 (1978), 1310-1317. Zbl 0392.62073, MR 0523765 |
| Reference:
|
[7] B. M. Troutman: Some results in periodic autoregressions.Biometrika 66(1979), 219-228. MR 0548187 |
| . |
