A note on calculating autocovariances of periodic ARMA models
Abdelhakim Aknouche Hac\`ene Belbachir Fay\c{c}al Hamdi
TL;DR
This paper presents a simple and analytically tractable formula for calculating the start-up autocovariances of periodic ARMA models, facilitating easier analysis of such models.
Contribution
It introduces a novel, simplified formula for autocovariances in periodic ARMA models, improving analytical tractability.
Findings
Provides a closed-form formula for start-up autocovariances.
Simplifies analysis of periodic ARMA models.
Enhances understanding of autocovariance structure.
Abstract
An analytically simple and tractable formula for the start-up autocovariances of periodic ARMA (PARMA) models is provided.
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Taxonomy
TopicsAdvanced Queuing Theory Analysis