A local spectral approach for assessing time series model misspecification
type: Item
instance of: scholarly article
title: A local spectral approach for assessing time series model misspecification
zbMATH Open document ID: 1169.62076
author: Tucker S. McElroy
author: Scott H. Holan
published in: Journal of Multivariate Analysis
publication date: 2009-02-25T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62F05
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 5518833
zbMATH Keywords: cycle estimation
zbMATH Keywords: goodness-of-fit
zbMATH Keywords: peak detection
zbMATH Keywords: seasonal adjustment
zbMATH Keywords: spectral density
zbMATH Keywords: unobserved components
MaRDI profile type: Publication
full work available at URL: j.jmva.2008.06.010
OpenAlex ID: W2015168594
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DOI: 10.1016/J.JMVA.2008.06.010
description: scientific article; zbMATH DE number 5518833