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Original Articles

Circulant matrices and time-series analysis

Pages 213-230 | Published online: 11 Nov 2010
 

Abstract

This paper sets forth some salient results in the algebra of circulant matrices which can be used in time-series analysis. It provides easy derivations of some results that are central to the analysis of statistical periodograms and empirical spectral density functions. A statistical test for the stationarity or homogeneity of empirical processes is also presented.

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