Deterministic seasonality versus seasonal fractional integration
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Publication:2386153
DOI10.1016/j.jspi.2004.04.011zbMath1066.62085OpenAlexW2072637898MaRDI QIDQ2386153
Publication date: 22 August 2005
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: http://www.unav.edu/documents/10174/6546776/1132584038_wp0704.pdf
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Monte Carlo methods (65C05) Economic time series analysis (91B84)
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Cites Work
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