Seasonal Specific Structural Time Series

DOI10.2202/1558-3708.1205zbMATH Open1082.62077OpenAlexW1982470119MaRDI QIDQ3368348FDOQ3368348

Authors: Tommaso Proietti 

Publication date: 27 January 2006

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1205

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zbMATH Keywords

Circular CorrelationPeriodic ProcessesSeasonal AdjustmentSeasonal CointegrationSeasonal HeteroscedasticityUnobserved Components

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (13)

• Flexible Seasonal Time Series Models
• Dynamic seasonality in time series
• Dynamic structural models with covariates for short-term forecasting of time series with complex seasonal patterns
• Time Series Seasonal Adjustment Using Regularized Singular Value Decomposition
• Cross-related structural time series models
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• The seasonal variance and covariance of time series
• Forecasting daily time series using periodic unobserved components time series models
• Structural breaks and seasonal integration
• Structural time-series models for describing cyclical fluctuations
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