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An improved state space representation for cyclical time series.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

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An improved state space representation for cyclical time series. / Haywood, J.; Tunnicliffe Wilson, G.
In: Biometrika, Vol. 87, No. 3, 2000, p. 724-726.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Haywood, J & Tunnicliffe Wilson, G 2000, 'An improved state space representation for cyclical time series.', Biometrika, vol. 87, no. 3, pp. 724-726. https://doi.org/10.1093/biomet/87.3.724

APA

Haywood, J., & Tunnicliffe Wilson, G. (2000). An improved state space representation for cyclical time series. Biometrika, 87(3), 724-726. https://doi.org/10.1093/biomet/87.3.724

Vancouver

Haywood J, Tunnicliffe Wilson G. An improved state space representation for cyclical time series. Biometrika. 2000;87(3):724-726. doi: 10.1093/biomet/87.3.724

Author

Haywood, J. ; Tunnicliffe Wilson, G. / An improved state space representation for cyclical time series. In: Biometrika. 2000 ; Vol. 87, No. 3. pp. 724-726.

Bibtex

@article{56397e7d16f641e6aa0c295fe9d48762,
title = "An improved state space representation for cyclical time series.",
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.",
keywords = "model flexibility, seasonal time series, state space representation",
author = "J. Haywood and {Tunnicliffe Wilson}, G.",
year = "2000",
doi = "10.1093/biomet/87.3.724",
language = "English",
volume = "87",
pages = "724--726",
journal = "Biometrika",
issn = "1464-3510",
publisher = "Oxford University Press",
number = "3",

}

RIS

TY - JOUR

T1 - An improved state space representation for cyclical time series.

AU - Haywood, J.

AU - Tunnicliffe Wilson, G.

PY - 2000

Y1 - 2000

N2 - 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.

AB - 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.

KW - model flexibility

KW - seasonal time series

KW - state space representation

U2 - 10.1093/biomet/87.3.724

DO - 10.1093/biomet/87.3.724

M3 - Journal article

VL - 87

SP - 724

EP - 726

JO - Biometrika

JF - Biometrika

SN - 1464-3510

IS - 3

ER -