Dynamic seasonality in time series
type: Item
instance of: scholarly article
title: Dynamic seasonality in time series
zbMATH Open document ID: 1471.62187
author: Mike K. P. So
author: Ray S. W. Chung
published in: Computational Statistics and Data Analysis
publication date: 2018-11-02T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 6970955
zbMATH Keywords: dynamic seasonality
zbMATH Keywords: financial time series
zbMATH Keywords: GARCH models
zbMATH Keywords: conditional heteroskedasticity
zbMATH Keywords: model selection
describes a project that uses: expsmooth
describes a project that uses: SenSrivastava
MaRDI profile type: Publication
full work available at URL: j.csda.2013.09.010
OpenAlex ID: W2067680505
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DOI: 10.1016/J.CSDA.2013.09.010
description: scientific article; zbMATH DE number 6970955