Flexible Seasonal Time Series Models

DOI10.1016/S0731-9053(05)20022-1zbMath1190.91149OpenAlexW2483872895MaRDI QIDQ3571978

Rong Chen, Zong-Wu Cai

Publication date: 30 June 2010

Published in: Advances in Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0731-9053(05)20022-1

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Related Items (1)

Statistical inference in partially time-varying coefficient models

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