Fractional lower-order covariance yields new peFLOACF and peFLOPACF functions that enable dependence testing and periodic ARMA order identification for infinite-variance cyclostationary time series.
Napolitano, Cyclostationary Processes and Time Ser ies: Theory, Applications, and Generalizations, Academic Press
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Fractional lower-order covariance-based measures for cyclostationary time series with heavy-tailed distributions: application to dependence testing and model order identification
Fractional lower-order covariance yields new peFLOACF and peFLOPACF functions that enable dependence testing and periodic ARMA order identification for infinite-variance cyclostationary time series.