Modeling of Periodic Time Series by Bilateral ARMA Representations(1)

The 7th ENGII Conference(Workshop7 2015)——In this extended abstract for an oral presentation we describe a moment-based approach to modeling of stationary, periodic time series from a nite sequence of covariance lags.


关键词: periodic time series;optimization procedure;bilateral ARMA model

主讲人:Prof. Anders Lindquist 机构:Shanghai Jiao Tong University, China; Royal Institute of Technology, Stockholm, Sweden

时长:0:19:07 年代:2015年