Title of article
An exposition of the decomposition in a Controlled Autoregressive Integrated Segmented Moving Average (CARISMA) model
Author/Authors
Purkayastha، نويسنده , , D. Das ، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1995
Pages
7
From page
1
To page
7
Abstract
This paper proposes a Controlled Autoregressive Integrated Segmented Moving Average (CARISMA) model with the segmentation of the signals which postulate the disturbances acting on a time-series process. It also shows the decomposition of a CARISMA process into its components.
Keywords
CARISMA , Detected signal components , Non-stationary , Border-line , Decomposition , segmentation
Journal title
Economics Letters
Serial Year
1995
Journal title
Economics Letters
Record number
433889
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