On the invertibility of seasonally adjusted series

DOI10.1007/s00180-017-0715-5zbMath1417.62252OpenAlexW2346393153MaRDI QIDQ1695537

Yuliya Lovcha, Alejandro Perez-Laborda, Luis A. Gil-Alana

Publication date: 7 February 2018

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2072/261539

zbMATH Keywords

seasonalityfractional integrationinvertibilitytaperingTRAMO-seats

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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