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 |
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