Seasonal Specific Structural Time Series

DOI10.2202/1558-3708.1205zbMath1082.62077OpenAlexW1982470119MaRDI QIDQ3368348

Tommaso Proietti

Publication date: 27 January 2006

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1205

zbMATH Keywords

Circular CorrelationPeriodic ProcessesSeasonal AdjustmentSeasonal CointegrationSeasonal HeteroscedasticityUnobserved Components

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Forecasting daily time series using periodic unobserved components time series models

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