First-order seasonal autoregressive processes with periodically varying parameters

Author:

Basawa I.V.,Lund Robert,Shao Qin

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference17 articles.

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3. Time Series Analysis, Forecasting and Control;Box,1994

4. Modeling seasonal time series;Cleveland;Rev. Econom. Appl.,1979

5. Characterization of cyclostationary random signal processes;Gardner;IEEE Trans. Inform. Theory,1975

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