Further results on Kendall's autoregressive series
Keyword(s):
Theoretical expressions for the cross correlation and cross spectra of the input and output variables in the difference equation Xt =aXt −1 + bXt− 2 + Yt are derived. These expressions are compared with estimates of these expectations obtained by employing a Fast Fourier Transform technique on digitally generated series.
2021 ◽
Vol 21
(2)
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pp. 111-118
Keyword(s):
2013 ◽
Vol 1286
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pp. 175-182
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Keyword(s):
2012 ◽
Vol 12
(5)
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pp. 1747-1754
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Keyword(s):
2019 ◽
Vol 2019
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pp. 1-9
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