perARMA: Periodic Time Series Analysis

Anna E. Dudek, Harry Hurd, Wioletta Wójtowicz · 2013

Identification, model fitting and estimation for time series with periodic structure. Additionally, procedures for simulation of periodic processes and real data sets are included. Hurd, H. L., Miamee, A. G. (2007) Box, G. E. P., Jenkins, G. M., Reinsel, G. (1994) Brockwell, P. J., Davis, R. A. (1991, ISBN:978-1-4419-0319-8) Bretz, F., Hothorn, T., Westfall, P. (2010, ISBN: 9780429139543) Westfall, P. H., Young, S. S. (1993, ISBN:978-0-471-55761-6) Bloomfield, P., Hurd, H. L.,Lund, R. (1994) Dehay, D., Hurd, H. L. (1994, ISBN:0-7803-1023-3) Vecchia, A. (1985) Vecchia, A. (1985) Jones, R., Brelsford, W. (1967) Makagon, A. (1999) Sakai, H. (1989) Gladyshev, E. G. (1961) Ansley (1979) Hurd, H. L., Gerr, N. L. (1991) .

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