Parsimonious periodic autoregressive models for time series with evolving trend and seasonality

DOI10.1007/s11222-019-09866-0zbMath1436.62411OpenAlexW2921618613WikidataQ128224180 ScholiaQ128224180MaRDI QIDQ2302470

Domenico Cucina, Manuel Rizzo, Francesco Battaglia

Publication date: 26 February 2020

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-019-09866-0

zbMATH Keywords

genetic algorithmsstructural changeinformation criteriamultiregime modelsPeriodic AutoRegressive (PAR) modelling

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

Related Items

Periodic autoregressive models for time series with integrated seasonality, Parsimonious periodic autoregressive models for time series with evolving trend and seasonality

Uses Software

• strucchange

Cites Work

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