مرکز منطقه ای اطلاع رساني علوم و فناوري - First-order seasonal autoregressive processes with periodically varying parameters

Title of article :

First-order seasonal autoregressive processes with periodically varying parameters

Author/Authors :

I. V. Basawa، نويسنده , , Robert Lund، نويسنده , , Qin Shao، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2004

Pages :

From page :

299

To page :

306

Keywords :

Least-squares estimation , Autoregression , Limit distributions , Periodic time series , Seasonality

Journal title :

Statistics and Probability Letters

Serial Year :

2004

Journal title :

Statistics and Probability Letters

Record number :

140293

Link To Document :