## Abstract Time series with season‐dependent 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
Structural time series modelling with STAMP 6.02
✍ Scribed by Professor Gilles Teyssière
- Publisher
- John Wiley and Sons
- Year
- 2005
- Tongue
- English
- Weight
- 80 KB
- Volume
- 20
- Category
- Article
- ISSN
- 0883-7252
- DOI
- 10.1002/jae.826
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