A non-linear dynamic model for multiplicative seasonal-trend decomposition
Year of publication: |
2002
|
---|---|
Authors: | Ozaki, Tohru ; Thomson, Peter J. |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 21.2002, 2, p. 107-124
|
Subject: | Schätzung | Estimation | Theorie | Theory | ARMA-Modell | ARMA model | Saisonkomponente | Seasonal component | Nichtlineare Dynamik | Nonlinear dynamics |
-
Modelling the daily currency in circulation in Turkey
Güler, Halil, (2010)
-
Periodic seasonal time series models with applications to US macroeconomic data
Widyanti Hindrayanto, Anastasia Irma, (2011)
-
A new mixed multiplicative-additive model for seasonal adjusment
Arz, Stephanus, (2006)
- More ...
-
Jiménez, Juan Carlos, (2006)
-
Non-linear phenomena and time series models
Ozaki, Tohru, (1981)
-
Non-linear time series models and dynamical systems
Ozaki, Tohru, (1985)
- More ...