Functional coefficient seasonal time series models with an application of Hawaii tourism data

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

zbMATH Keywords

fixed effectsnonparametric smoothinglocal linear fittingseasonal variationfunctional-coefficient models

Mathematics Subject Classification ID

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)

Related Items (2)

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Uses Software

• astsa
• partsm

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