Abstract:The periodic behavior of real data can be manifested in the time series or in its characteristics. One of the characteristics that often manifests the periodic behavior is the sample autocovariance function. In this case, the periodically correlated (PC) behavior is considered. One of the main models that exhibits PC property is the periodic autoregressive (PARMA) model that is considered as the generalization of the classical autoregressive moving average (ARMA) process. However, when one considers the real d… Show more
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.