Haywood, J. and Tunnicliffe Wilson, G. (2000) An improved state space representation for cyclical time series. Biometrika, 87 (3). pp. 724-726. ISSN 1464-3510
Full text not available from this repository.Official URL: http://dx.doi.org/10.1093/biomet/87.3.724
Abstract
We consider a commonly used two-state model for a cyclical time series and show how a particular specification of its observation vector allows maximum generality of the range of model spectra.
| Item Type: | Article |
|---|---|
| Journal or Publication Title: | Biometrika |
| Uncontrolled Keywords: | model flexibility ; seasonal time series ; state space representation |
| Subjects: | Q Science > QA Mathematics |
| Departments: | Faculty of Science and Technology > Mathematics and Statistics |
| ID Code: | 19344 |
| Deposited By: | ep_ss_importer |
| Deposited On: | 20 Nov 2008 14:31 |
| Refereed?: | Yes |
| Published?: | Published |
| Last Modified: | 26 Jul 2012 15:28 |
| Identification Number: | |
| URI: | http://eprints.lancs.ac.uk/id/eprint/19344 |
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