Parsimonious periodic time series modeling Article (Web of Science)

cited authors

  • Lund, R; Shao, Q; Basawa, I

authors

publication date

  • March 1, 2006

webpage

published in

author keyword

  • Fourier series
  • periodic autocovariances
  • periodic autoregressive moving-average (PARMA) model
  • standard errors

category

start page

  • 33

end page

  • 47

volume

  • 48

issue

  • 1