A note on calculating autocovariances of periodic ARMA models

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dc.creatorHamdi, Abdelhakim Aknouche Hacène Belbachir Fayçal
dc.date2007-09-18
dc.date.accessioned2026-07-07T08:30:24Z
dc.date.available2026-07-07T08:30:24Z
dc.descriptionAn analytically simple and tractable formula for the start-up autocovariances of periodic ARMA (PARMA) models is provided.
dc.description3 pages
dc.identifierhttps://arxiv.org/abs/0709.2776
dc.identifierhttp://arxiv.org/abs/0709.2776
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/138234
dc.subjectMethodology
dc.subjectCombinatorics
dc.subjectComputation
dc.subject62M10 (Primary); 62F15 (Secondary)
dc.titleA note on calculating autocovariances of periodic ARMA models
dc.typetext

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