Σύγκριση μεθόδων

	Μοντέλο Κινητού Μέσου με Χρονικά Μεταβαλλόμενες Παραμέτρους	Μοντέλο ARMA με χρονικά μεταβαλλόμενες παραμέτρους (TVP-ARMA)
Πεδίο	Οικονομετρία	Οικονομετρία
Οικογένεια	Regression model	Regression model
Έτος προέλευσης	1990s	1976
Δημιουργός	Harvey, A. C.; Durbin, J. & Koopman, S. J.	Cooley & Prescott (1976); further formalised by Harvey (1989)
Τύπος	Time-varying state-space model	State-space time series model
Θεμελιώδης πηγή	Harvey, A. C. (1990). Forecasting, Structural Time Series Models and the Kalman Filter. Cambridge University Press. ISBN: 9780521321969	Cooley, T. F., & Prescott, E. C. (1976). Estimation in the presence of stochastic parameter variation. Econometrica, 44(1), 167–184.
Εναλλακτικές ονομασίες	TVP-MA model, state-space MA, Kalman filter MA, time-varying MA	TVP-ARMA, time-varying ARMA, state-space ARMA, locally stationary ARMA
Συναφείς	6	3
Σύνοψη	The time-varying parameter moving average (TVP-MA) model extends the standard MA model by allowing the moving-average coefficients to change over time. Cast as a state-space system, it is estimated via the Kalman filter and smoother, making it well suited for series where the shock-transmission dynamics evolve across the sample.	The time-varying parameter ARMA (TVP-ARMA) model extends the classical ARMA framework by allowing the autoregressive and moving-average coefficients to evolve over time. Embedded in a state-space representation and estimated via the Kalman filter, it captures structural change and parameter instability in time series without requiring an explicit breakpoint.