𝔖 Bobbio Scriptorium
✦   LIBER   ✦

FISHER'S INFORMATION MATRIX FOR SEASONAL AUTOREGRESSIVE-MOVING AVERAGE MODELS

✍ Scribed by André Klein; Guy Mélard


Book ID
111039624
Publisher
John Wiley and Sons
Year
1990
Tongue
English
Weight
339 KB
Volume
11
Category
Article
ISSN
0143-9782

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Autoregressive-asymmetric moving average
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Much business cycle research is based on an assumption of symmetric cycles, though it is frequently argued that the downturns are steeper and more short-lived than the upturns; implying cyclical asymmetries. A new class of nonlinear autoregressive-asymmetric moving average models is introduced. Thes