Where can I find sound information about Periodic Autorregressive Multivariate models? I am reading an article that mentions Periodic Autorregressive Multivariate Models and their noises; however, in no section have the authors explained or shown references to these models. 
I looked for references online, but so far I could not find a single reliable source for more information about these models. 
Do you know of any site or book with an accurate description of this family of models and their applications?
Thank you.
 A: See for instance PARMA Models with Applications in R, Dudek et al (2015), which explains how Periodic autoregressive–moving-average models (periodic ARMA models, PARMA models) are used to model non-stationary time series with periodic structure. The book aims to provide appropriate tools for the complete analysis of periodic time series using PARMA modelling and to popularize this approach among non-specialists.
In addition, there is Periodic Autoregressive Time Series Models in R: The partsm Package by Lopez-Lacalle (2005) that introduces the package and references:

Franses, P. and Paap, R. (2004), Periodic Time Series Models, Advanced
  Texts in Econometrics. Oxford University Press

See also Chapter 17 'Periodic VAR Processes and Intervention Models' in New Introduction to Multiple Time Series Analysis by Helmut Lutkepohl (2005), which discusses time-varying coefficients for multivariate time series, and co-integrated VAR models in particular.
From an applied perspective, see Forecasting with Prediction Intervals for periodic ARMA Models by Anderson et al (2013) on prediction with further references.
