2005
DOI: 10.2139/ssrn.785024
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Measuring Asymmetric Stochastic Cycle Components

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“…j,0 are set to Fourier series coefficients for the ith seasonal component. Then, following Koopman & Lee (2005), it can be shown…”
Section: Trigonometric Exponential Smoothing Models For Seasonal Datamentioning
confidence: 99%
“…j,0 are set to Fourier series coefficients for the ith seasonal component. Then, following Koopman & Lee (2005), it can be shown…”
Section: Trigonometric Exponential Smoothing Models For Seasonal Datamentioning
confidence: 99%