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	समय-परिवर्ती पैरामीटर एमए मॉडल	समय-परिवर्ती पैरामीटर एआरएमए मॉडल (टीवीपी-एआरएमए)
क्षेत्र	अर्थमिति	अर्थमिति
परिवार	Regression model	Regression model
उद्भव वर्ष	1990s	1976
प्रवर्तक	Harvey, A. C.; Durbin, J. & Koopman, S. J.	Cooley & Prescott (1976); further formalised by Harvey (1989)
प्रकार	Time-varying state-space model	State-space time series model
मौलिक स्रोत	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.
उपनाम	TVP-MA model, state-space MA, Kalman filter MA, time-varying MA	TVP-ARMA, time-varying ARMA, state-space ARMA, locally stationary ARMA
संबंधित	6	3
सारांश	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.