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Estimation of trend and expectation of periodically correlated time series |
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| Authors: | V. G. Alekseev |
| Affiliation: | (1) Department of Communication and Social Research, Sapienza University of Rome, Via Salaria 113, 00198 Rome, Italy;(2) Department of Statistical Sciences, Sapienza University of Rome, Piazzale Aldo Moro 5, 00100 Roma, Italy;(3) Department of Statistics, Ca’ Foscari University of Venice, Cannaregio 873, 30121 Venice, Italy |
| Abstract: | An applied statistical analysis is considered of periodically correlated time series with the known correlation period T. The statistical estimates are suggested of the trend (of nonrandom additive component) and mathematical expectation (of seasonal or daily component) of the time series under investigation. |
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