Applications of quasi-periodic oscillation models to seasonal small count time series

Computational Statistics and Data Analysis

Volumn 30, Issue 3, 1999, Pages 281-301

  Higuchi, Tomoyuki ^a  

^a INSTITUTE OF STATISTICAL MATHEMATICS   (Japan)

Author keywords

Generalized state space model; Monte Carlo filter; Quasi periodic oscillation; Small count data; Sunspot number* Hurricane data

Indexed keywords

MATHEMATICAL MODELS; MONTE CARLO METHODS; STATE SPACE METHODS;

GENERALIZED STATE SPACE MODEL (GSSM); MONTE CARLO FILTER (MCF);

TIME SERIES ANALYSIS;

EID: 0032635676     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(98)00097-8     Document Type: Article

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