References
- Anderson , P. L. and Vecchia , A. V. 1993 . Asymptotic results for periodic autoregressive moving-average processes . J. Time Ser. Anal. , 14 ( 1 ) : 1 – 18 .
- Bartlett , M. S. 1946 . Theoretical specification of sampling properties of autocorrelated time series . J. Royal Stat. Soc., Ser. B , 8 : 27 – 41 .
- Box , G. E. P. and Jenkins , G. M. 1976 . Time Series Analysis: Forecasting and Control San Francisco : Holden-Day .
- Pagano , M. 1978 . On periodic and multiple autoregressions . Ann. Statist. , 6 ( 6 ) : 1310 – 1317 .
- Sakai , H. 1982 . Circular lattice filtering using Pagano's method . IEEE Trans. Acoust. Sp. Signal Process , 30 ( 2 ) : 279 – 287 .
- Smadi , A. A. 1994 . “ Analysis and Development of Statistical Properties of Periodic Autoregressive Moving Average Processes ” . 126 pp. Ankara, , Turkey : Dept. of Stat., Middle East Tech. Univ. . Ph.D. dissertation
- Smadi , A. A. and Ula , T. A. Identification of periodic autoregressive moving-average processes . Proceedings of the International Meeting on Water and Statistics . Aug 28–30 1998 , Ankara, Turkey. Water and Statistics , pp. pp. 81 – 89 . Ankara : State Institute of Statistics .
- Ula , T. A. 1990 . Periodic covariance stationarity of multivariate periodic autoregressive moving average processes . Water Resour. Res. , 26 ( 5 ) : 855 – 861 .
- Ula , T. A. and Smadi , A. A. 1997 . Periodic stationarity conditions for periodic autoregressive moving average processes as eigenvalue problems . Water Resour. Res. , 33 ( 8 ) : 1929 – 1934 .
- Vecchia , A. V. 1985 . Periodic autoregressive-moving average (PARMA) modeling with applications to water resources . Water Resour. Bull , 21 ( 5 ) : 721 – 730 .