On the invertibility of seasonally adjusted series
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Publication:1695537
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
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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