Cyclostationary Models
It is possible to generalise the class of autoregressive moving average models to incorporate cyclostationary behaviour. For example, Troutman treated autoregressions in which the autoregression coefficients and residual variance are no longer constant but vary cyclically with time. His work follows a number of other studies of cyclostationary processes within the field of time series analysis.
Read more about this topic: Cyclostationary Process
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