## Abstract Time series with seasonβdependent autocorrelation structure are commonly modelled using periodic autoregressive moving average (PARMA) processes. In most applications, the moving average terms are excluded for ease of estimation. We propose a new class of periodic unobserved component m
β¦ LIBER β¦
Seasonal Time Series and Autocorrelation Function Estimation
β Scribed by Hahn Shik Lee; Eric Ghysels; William R. Bell
- Book ID
- 108550276
- Publisher
- John Wiley and Sons
- Year
- 2002
- Tongue
- English
- Weight
- 154 KB
- Volume
- 70
- Category
- Article
- ISSN
- 1463-6786
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