Pagano, 1978 - Google Patents
On periodic and multiple autoregressionsPagano, 1978
View PDF- Document ID
- 8177879691492018442
- Author
- Pagano M
- Publication year
- Publication venue
- The Annals of Statistics
External Links
Snippet
A methodology is presented for analyzing periodic autoregressions which is also applicable when inferring the second order properties of periodically correlated processes. In addition, capitalizing on the connection between periodic and multiple autoregressions, a method is …
- 230000000737 periodic 0 title abstract description 24
Classifications
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- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06F—ELECTRICAL DIGITAL DATA PROCESSING
- G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
- G06F17/10—Complex mathematical operations
- G06F17/14—Fourier, Walsh or analogous domain transformations, e.g. Laplace, Hilbert, Karhunen-Loeve, transforms
- G06F17/141—Discrete Fourier transforms
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