Theoretical prediction of periodically correlated sequences

• Autorzy: Makagon, A.
• Języki publikacji: EN

Abstrakty

EN

The paper deals with a spectral analysis and prediction of periodically correlated (PC) sequences. In particular, a moving average representation of a predictor is obtained and its coefficients are described in the language of outer factors of spectral line densities of the sequence. A comprehensive and self-contained overview of the spectral theory of PC sequences is included. The developed technique is used to compute the spectrum and an optimal moving average representation of a PC solution to a PARMA system of equations.

Słowa kluczowe

EN

periodically correlated sequence; prediction; PARMA system; stationary sequence

• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 1999
• Tom: Vol. 19, Fasc. 2
• Strony: 287--322
• Opis fizyczny: Bibliogr. 23 poz.

Twórcy

autor

Makagon, A.

• Department of Mathematics, Hampton University, Hampton, VA 23668, USA,

Bibliografia

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