Periodic Time Series Models

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Periodic Time Series Models by Franses, Philip Hans; Paap, Richard, 9780199242023
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  • ISBN: 9780199242023 | 019924202X
  • Cover: Hardcover
  • Copyright: 6/3/2004

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This title includes the following features: Provides an up-to-date surveyof periodic time series models for seasonal data.; Investigates such areas asseasonal time series; periodic time series models; periodic integration; andperiodic cointegration.; Contains many contemporary empirical examples andresults.
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