A note on calculating autocovariances of periodic ARMA models

Journal article

Peer reviewed

Abdelhakim Aknouche, Hacene Belbachir and Faycal Hamdi

Communications in statistics. Simulation and computation, Vol.37(5), pp.924-927

14/04/2008

Abstract

Mathematics

Physical Sciences

Science & Technology

Statistics & Probability

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

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Title: A note on calculating autocovariances of periodic ARMA models
Creators - without role: Abdelhakim Aknouche - University of Sciences and Technology Houari Boumediene
Hacene Belbachir - University of Sciences and Technology Houari Boumediene
Faycal Hamdi - University of Sciences and Technology Houari Boumediene
Publication Details: Communications in statistics. Simulation and computation, Vol.37(5), pp.924-927
Publisher: Taylor & Francis
Number of pages: 4
Identifiers: 9928393008331
Academic Unit: Qassim University
Language: English
Resource Type: Journal article