Forecasting with prediction intervals for periodic autoregressive moving average models
Author:
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/jtsa.12000/fullpdf
Reference20 articles.
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4. Fourier-PARMA models and their application to modelling of river flows;Anderson;Journal of Hydrologic Engineering,2007
5. An algorithm for the exact likelihood of a mixed autoregressive-moving average process;Ansley;Biometrika,1979
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