Periodic integration: Further results on model selection and forecasting
type: Item
instance of: scholarly article
title: Periodic integration: Further results on model selection and forecasting
zbMATH Open document ID: 0845.62067
DOI: 10.1007/BF02926158
author: Philip Hans Franses
author: Richard Paap
published in: Statistical Papers
publication date: 1996-06-11T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 887144
zbMATH Keywords: periodically integrated seasonal time series
zbMATH Keywords: model selection
zbMATH Keywords: forecasting
zbMATH Keywords: nonstationary periodic autoregressive time series
zbMATH Keywords: Monte Carlo simulations
MaRDI profile type: Publication
cites work: UNIT ROOTS IN PERIODIC AUTOREGRESSIONS
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cites work: Q4802629
cites work: A multivariate approach to modeling univariate seasonal time series
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cites work: Q5613639
cites work: Seasonal integration and cointegration
cites work: Q4001588
cites work: Parsimony, Model Adequacy and Periodic Correlation in Time Series Forecasting
cites work: Testing for periodic autocorrelations in seasonal time series data
full work available at URL: https://doi.org/10.1007/bf02926158
OpenAlex ID: W2146861819
description: scientific article; zbMATH DE number 887144