A Note on Modelling Seasonal Processes in Continuous Time

DOI10.1111/1467-9892.00129MaRDI QIDQ4956022zbMATH OpenOpenAlexFDO

Authors Marcus J. Chambers

Publication date 24 May 2000

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9892.00129

zbMATH Keywords

differential equationsdifferential-difference equations

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(8)

• Applications of quasi-periodic oscillation models to seasonal small count time series.
• REX BERGSTROM’S CONTRIBUTIONS TO CONTINUOUS TIME MACROECONOMETRIC MODELING
• A note on Kalman filtering for the seasonal moving average model
• On the nearly nonstationary seasonal time series
• scientific article; zbMATH DE number 1240617 (Why is no real title available?)
• BEVERIDGE-NELSON-TYPE TRENDS FOR I(2) AND SOME SEASONAL MODELS
• Box-Jenkins Seasonal Models
• Blue tongue -- a modelling examination of fundamentals -- seasonality and chaos

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