A note on calculating autocovariances of periodic ARMA models
Methodology
2007-09-19 v1 Combinatorics
Computation
Abstract
An analytically simple and tractable formula for the start-up autocovariances of periodic ARMA (PARMA) models is provided.
Cite
@article{arxiv.0709.2776,
title = {A note on calculating autocovariances of periodic ARMA models},
author = {Abdelhakim Aknouche Hacène Belbachir Fayçal Hamdi},
journal= {arXiv preprint arXiv:0709.2776},
year = {2007}
}
Comments
3 pages