A local spectral approach for assessing time series model misspecification (Q1002344)
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scientific article; zbMATH DE number 5518833
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A local spectral approach for assessing time series model misspecification |
scientific article; zbMATH DE number 5518833 |
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A local spectral approach for assessing time series model misspecification (English)
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25 February 2009
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cycle estimation
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goodness-of-fit
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peak detection
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seasonal adjustment
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spectral density
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unobserved components
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