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20182023
most citedPartial autocorrelation parameterisation of models with unit roots on the unit circle

1 citations · 3 across the 7 of their papers we have counts for

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stat.ME2023

A Multi-Companion Method to Periodically Integrated Autoregressive Models

Yueyun Zhu, Georgi N. Boshnakov

There has been an enormous interest in analysing and modelling periodic time series. The research on periodically integrated autoregressive (PIAR) models which capture the periodic…