Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic ARMA Models

By Q. Shao, Robert B. Lund. 2004

55 citations recorded by the source corpus.

Subfields: Control and Systems Engineering, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/cc1ff1cc64b66a53de881929f1f0bcb5486ee788