{"product_id":"periodically-correlated-time-series-models-and-examples-von-bisher-iqelan","title":"Periodically Correlated Time Series: Models and Examples","description":"\u003cp\u003eA coherent presentation of material scattered in  journal papers is given. The relationship between  periodic models and multiple ARMA models is  discussed and employed to make the investigation of  these two classes theoretically equivalent. This  book discusses notation and representation issues  for periodic autoregressive models for univariate periodic time series. In addition, a new  representation, the multi-companion (MC)  presentation is proposed. This book also reviews the  application of the maximum entropy principle to time  series and obtain some new results. The main  contribution is that it solves the autocovariance  extension problem in a far more general setting than  previously known. The study of entropy was motivated  by periodic correlation but the main results on this  topic are more general. A formula for the entropy of  a periodically correlated process is given and seems  to be new. Finally, the book proposes a method for  generation of periodically correlated models with  given spectral properties which has no analogue in  the literature.\u003c\/p\u003e\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783844301106\"\u003e\u003ch3\u003eAdvanced Text in Econometrics\u003c\/h3\u003e\u003c\/div\u003e","brand":"Autorenwelt Shop","offers":[{"title":"Softcover - 9783844301106","offer_id":39469997850717,"sku":"9783844301106","price":79.0,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/e254b6d9-8905-440b-ad80-bc10dd4c46e0.jpg?v=1772866534","url":"https:\/\/shop.autorenwelt.de\/en\/products\/periodically-correlated-time-series-models-and-examples-von-bisher-iqelan","provider":"Autorenwelt Shop","version":"1.0","type":"link"}