Flexible Seasonal Time Series Models

DOI10.1016/S0731-9053(05)20022-1zbMATH Open1190.91149OpenAlexW2483872895MaRDI QIDQ3571978FDOQ3571978

Authors: Rong Chen, Zongwu Cai 

Publication date: 30 June 2010

Published in: Advances in Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0731-9053(05)20022-1

Recommendations

• scientific article; zbMATH DE number 5178417
• Semiparametric Modeling of Seasonal Time Series
• Dynamic seasonality in time series
• Seasonal Specific Structural Time Series
• Seasonal functional autoregressive models
• Forecasting seasonal time series
• Seasonality analysis of time series in partial linear models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Cited In (15)

• Seasonality analysis of time series in partial linear models
• Prediction-based adaptive compositional model for seasonal time series analysis
• Semiparametric Modeling of Seasonal Time Series
• Dynamic seasonality in time series
• Time Series Seasonal Adjustment Using Regularized Singular Value Decomposition
• Seasonal functional autoregressive models
• Additive models with autoregressive symmetric errors based on penalized regression splines
• Functional coefficient seasonal time series models with an application of Hawaii tourism data
• Modeling Time Series With Calendar Variation
• Grow-up seasonal time series
• Title not available (Why is that?)
• Statistical inference in partially time-varying coefficient models
• Parsimonious periodic autoregressive models for time series with evolving trend and seasonality
• A nonparametric method to estimate time varying coefficients under seasonal constraints
• Seasonal Specific Structural Time Series

This page was built for publication: Flexible Seasonal Time Series Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3571978)