A note on calculating autocovariances of periodic ARMA models
arXiv:0709.2776
Abstract
An analytically simple and tractable formula for the start-up autocovariances of periodic ARMA (PARMA) models is provided.
3 pages
arXiv:0709.2776
An analytically simple and tractable formula for the start-up autocovariances of periodic ARMA (PARMA) models is provided.
3 pages