Seasonal Specific Structural Time Series

DOI10.2202/1558-3708.1205MaRDI QIDQ3368348zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Circular CorrelationPeriodic ProcessesSeasonal AdjustmentSeasonal CointegrationSeasonal HeteroscedasticityUnobserved Components

Mathematics Subject Classification ID

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

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(13)

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• Time Series Seasonal Adjustment Using Regularized Singular Value Decomposition
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• The seasonal variance and covariance of time series
• Forecasting daily time series using periodic unobserved components time series models
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• scientific article; zbMATH DE number 3886928 (Why is no real title available?)

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