1 |
Cipra, T. (1985). Periodic moving average process, Aplikace Matematiky, 30, 218-229.
|
2 |
Lund, R. B. and Basawa, I. V. (1999). Modeling for periodically correlated time series, Asymptotics, Nonparametrics, and Time Series, 37-62.
|
3 |
McLeod, A. I. (1993). Parsimony, model adequacy and periodic correlation in time series forecasting, International Statistical Review, 61, 387-393.
DOI
ScienceOn
|
4 |
Osborn, D. R. (1991). The implications of periodically varying coefficients for seasonal time series process, Journal of Econometrics, 48, 373-384.
DOI
ScienceOn
|
5 |
Pagano, M. (1978). On periodic and multiple autoregressions, The Annals of Statistics, 6, 1310-1317.
DOI
|
6 |
Tiao, G. C. and Grupe, M. R. (1980). Hidden periodic autoregressive moving average models in time series data, Biometrika, 67, 365-373.
|
7 |
Vecchia, A. V. (1985). Maximum likelihood estimation for Periodic Autoregressive Moving-Average process, Technometrics, 27, 375-384.
DOI
ScienceOn
|