Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1141040 | Mathematics and Computers in Simulation | 2009 | 11 Pages |
Abstract
In this paper we consider a new class of time series models generated by a second order autoregressive type operator with an index. Autocorrelation and spectral properties are discussed and some explicit results are derived for a restricted class in the family. The parameter estimation is discussed using the Whittle procedure. Some numerical results are presented to support the theoretical results.
Related Topics
Physical Sciences and Engineering
Engineering
Control and Systems Engineering
Authors
Mahendran Shitan, Shelton Peiris,