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Forecasting Daily Time Series Using Periodic Unobserved Components Time Series Models

Computational Statistics and Data Analysis - Netherlands
doi 10.1016/j.csda.2005.09.009
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Abstract

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Categories
StatisticsProbabilityApplied MathematicsComputational TheoryComputational MathematicsMathematics
Date

November 1, 2006

Authors
Siem Jan KoopmanMarius Ooms
Publisher

Elsevier BV


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