Periodic Time Series Models (Q4827373)

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scientific article; zbMATH DE number 2116062
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Periodic Time Series Models
scientific article; zbMATH DE number 2116062

    Statements

    title
    Periodic Time Series Models (English)
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    author
    Philip Hans Franses
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    Richard Paap
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    publication date
    16 November 2004
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    zbMATH Keywords
    seasonal unit-root
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    unit roots
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    cointegration
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    seasonality
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    HEGY-test
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62M10
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    62-02
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    zbMATH DE Number
    2116062
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