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Journal Article Hidden periodic autoregressiye-moving average models in time series data Get access G. C. TIAO, G. C. TIAO Department of Statistics, University of WisconsinMadison Search for other works by this author on: Oxford Academic Google Scholar M. R. GRUPE M. R. GRUPE Federal Reserve BoardWashington, D.C. Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 67, Issue 2, 1980, Pages 365–373, https://doi.org/10.1093/biomet/67.2.365 Published: 01 August 1980 Article history Received: 01 July 1979 Revision received: 01 November 1979 Published: 01 August 1980
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Tiao et al. (1980) studied this question.
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