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

Shishebor, Z.; Nematollahi, A.R.; Soltani, A.R.

Journal of Applied Mathematics and Stochastic Analysis (2006)

  • Volume: 2006, Issue: 4, page Article ID 94746, 17 p.-Article ID 94746, 17 p.
  • ISSN: 2090-3332

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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 -

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