𝔖 Bobbio Scriptorium
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Periodic Time Series Models

✍ Scribed by Chris Chatfield


Book ID
111038226
Publisher
John Wiley and Sons
Year
2005
Tongue
English
Weight
105 KB
Volume
168
Category
Article
ISSN
0964-1998

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Quasi-periodic oscillation models for analysis of small count time series are considered within a framework of a generalized state space model (GSSM). In particular, we focus on the analysis of seasonal count data. The Monte Carlo ΓΏlter (MCF) is fully employed in this study to handle a generalized s