An approach to modeling seasonally stationary time series
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 9 (1979)
Issue (Month): 1-2 (January)
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Web page: http://www.elsevier.com/locate/jeconom
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- Richard M. Todd, 1989. "Periodic linear-quadratic methods for modeling seasonality," Staff Report 127, Federal Reserve Bank of Minneapolis.
- Roy, Roch & Saidi, Abdessamad, 2008. "Aggregation and systematic sampling of periodic ARMA processes," Computational Statistics & Data Analysis, Elsevier, vol. 52(9), pages 4287-4304, May.
- Castro, Glaysar & Girardin, Valerie, 2002. "Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes," Statistics & Probability Letters, Elsevier, vol. 59(1), pages 37-52, August.
- Basawa, I. V. & Lund, Robert & Shao, Qin, 2004. "First-order seasonal autoregressive processes with periodically varying parameters," Statistics & Probability Letters, Elsevier, vol. 67(4), pages 299-306, May.
- Bentarzi, Mohamed, 1998. "Model-Building Problem of Periodically Correlatedm-Variate Moving Average Processes," Journal of Multivariate Analysis, Elsevier, vol. 66(1), pages 1-21, July.
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