PARAMETER ESTIMATION FOR PERIODIC ARMA MODELS
Author:
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.1995.tb00226.x/fullpdf
Reference14 articles.
1. ASYMPTOTIC RESULTS FOR PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
2. Spectral factorization of linear periodic systems with application to the optimal prediction of periodic ARMA models
3. Characterization of cyclostationary random signal processes
4. Linear periodic control: A frequency domain viewpoint
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