A note on calculating autocovariances of periodic ARMA models

Details A note on calculating autocovariances of periodic ARMA models A note on calculating autocovariances of periodic ARMA models

2007-09-18

arxiv.org/abs/0709.2776v1

Statistics

Methodology

3 pages

Scientific paper

An analytically simple and tractable formula for the start-up autocovariances
of periodic ARMA (PARMA) models is provided.

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