An improved state space representation for cyclical time series.

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

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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:
Journal Article
Journal or Publication Title:
Biometrika
Uncontrolled Keywords:
/dk/atira/pure/researchoutput/libraryofcongress/qa
Subjects:
ID Code:
19344
Deposited By:
Deposited On:
20 Nov 2008 14:31
Refereed?:
Yes
Published?:
Published
Last Modified:
15 Apr 2020 01:09