A Note on Calculating Autocovariances of Periodic ARMA Models
نویسندگان
چکیده
An analytically simple and tractable formula for the start-up autocovariances of periodic ARMA (P ARMA) models is provided.
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ورودعنوان ژورنال:
- Communications in Statistics - Simulation and Computation
دوره 37 شماره
صفحات -
تاریخ انتشار 2008