Functional coefficient seasonal time series models with an application of Hawaii tourism data
Publication:740081
DOI10.1007/s00180-015-0574-xzbMath1342.65043OpenAlexW2075958425MaRDI QIDQ740081
Rong Chen, Xialu Liu, Zong-Wu Cai
Publication date: 12 August 2016
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-015-0574-x
fixed effectsnonparametric smoothinglocal linear fittingseasonal variationfunctional-coefficient models
Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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