Hyper-spherical and elliptical stochastic cycles

DOI10.1111/j.1467-9892.2010.00655.xzbMath1242.62101OpenAlexW2020556268MaRDI QIDQ5391313

Tommaso Proietti, Alessandra Luati

Publication date: 6 April 2011

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2010.00655.x

zbMATH Keywords

state space modelGivens rotationARMA(p,q)circular stochastic cycle model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric inference (62G99)

Related Items (2)

The Variance Profile ⋮ Temporal aggregation of cyclical models with business cycle applications

Uses Software

• Ox
• STAMP

Cites Work

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