Maximum entropy extreme‐value seasonal adjustment

DOI10.1111/anzs.12262OpenAlexW2955149117MaRDI QIDQ5229965

Richard N. Penny, Tucker S. McElroy

Publication date: 19 August 2019

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/anzs.12262

zbMATH Keywords

seasonalityseasonal adjustmentsignal extractionextremesanomalies

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Economic time series analysis (91B84)

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