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Estimation of the mixed AR and hidden periodic model

โœ Scribed by Shuyuan He


Book ID
105436390
Publisher
Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
1997
Tongue
English
Weight
822 KB
Volume
13
Category
Article
ISSN
0168-9673

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โœ I. Iavors'kyj; V. Mykhajlyshyn ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 192 KB

Discovering and analysis of hidden periodicities are formulated as a problem of period and probabilistic characteristics of periodically correlated random processes estimation. Period estimation methods which axe based on mean and correlation function temporal periodicities are considered.