Statistical analysis of multiple moving average processes using periodicity

Tomáš Cipra

Kybernetika (1985)

  • Volume: 21, Issue: 5, page 335-345
  • ISSN: 0023-5954

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Cipra, Tomáš. "Statistical analysis of multiple moving average processes using periodicity." Kybernetika 21.5 (1985): 335-345. <http://eudml.org/doc/28150>.

@article{Cipra1985,
author = {Cipra, Tomáš},
journal = {Kybernetika},
keywords = {periodicity; identification; simulations; multivariate processes; parameter estimation; multiple moving average time series},
language = {eng},
number = {5},
pages = {335-345},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Statistical analysis of multiple moving average processes using periodicity},
url = {http://eudml.org/doc/28150},
volume = {21},
year = {1985},
}

TY - JOUR
AU - Cipra, Tomáš
TI - Statistical analysis of multiple moving average processes using periodicity
JO - Kybernetika
PY - 1985
PB - Institute of Information Theory and Automation AS CR
VL - 21
IS - 5
SP - 335
EP - 345
LA - eng
KW - periodicity; identification; simulations; multivariate processes; parameter estimation; multiple moving average time series
UR - http://eudml.org/doc/28150
ER -

References

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  1. J. Anděl, Statistical analysis of periodic autoregression, Aplikace matematiky 28 (1983), 364-385. (1983) MR0712913
  2. G. E. P. Box, G. M. Jenkins, Time Series Analysis. Forecasting and Control, Holden Day, San Francisco 1970. (1970) Zbl0249.62009MR0272138
  3. T. Cipra, Periodic moving average process, Aplikace matematiky 30 (1985), 218 - 229. (1985) Zbl0586.62146MR0789861
  4. J. Durbin, Efficient estimation of parameters in moving average models, Biometrika 46 (1959), 306-316. (1959) Zbl0097.34602MR0114283
  5. H. J. Newton, Using periodic autoregressions for multiple spectral estimation, Technometrics 24 (1982), 109-116. (1982) Zbl0485.62109MR0655574
  6. M. Pagano, On periodic and multiple autoregressions, Ann. Statist. 6 (1978), 1310-1317. (1978) Zbl0392.62073MR0523765
  7. B. M. Troutman, Some results in periodic autoregressions, Biometrika 66(1979), 219-228. (1979) MR0548187

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