A note on calculating autocovariances of periodic ARMA models

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

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Methodology, Combinatorics, Computation, 62M10 (Primary); 62F15 (Secondary)

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http://salesiana.dossiersoluciones.com/handle/123456789/138234

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0709.2776
 http://arxiv.org/abs/0709.2776

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arXiv