On covariance generating functions and spectral densities of periodically correlated autoregressive processes.

Shishebor, Z., Nematollahi, A.R., and Soltani, A.R.. "On covariance generating functions and spectral densities of periodically correlated autoregressive processes.." Journal of Applied Mathematics and Stochastic Analysis 2006.4 (2006): Article ID 94746, 17 p.-Article ID 94746, 17 p.. <http://eudml.org/doc/53039>.

@article{Shishebor2006,
author = {Shishebor, Z., Nematollahi, A.R., Soltani, A.R.},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {PCARP(p) processes},
language = {eng},
number = {4},
pages = {Article ID 94746, 17 p.-Article ID 94746, 17 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {On covariance generating functions and spectral densities of periodically correlated autoregressive processes.},
url = {http://eudml.org/doc/53039},
volume = {2006},
year = {2006},
}

TY - JOUR
AU - Shishebor, Z.
AU - Nematollahi, A.R.
AU - Soltani, A.R.
TI - On covariance generating functions and spectral densities of periodically correlated autoregressive processes.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2006
PB - Hindawi Publishing Corporation, New York
VL - 2006
IS - 4
SP - Article ID 94746, 17 p.
EP - Article ID 94746, 17 p.
LA - eng
KW - PCARP(p) processes
UR - http://eudml.org/doc/53039
ER -