scientific article; zbMATH DE number 3680971
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- Seasonally and approximation errors in rational expectations models
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- A multivariate approach to modeling univariate seasonal time series
- Periodic moving averages of random variables with regularly varying tails
- On seasonality and business cycle durations: A nonparametric investigation
- Multiple unit roots in periodic autoregression
- Innovations algorithm for periodically stationary time series
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- Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling
- Casting vector time series: algorithms for forecasting, imputation, and signal extraction
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- Periodic autoregressive stochastic volatility
- Exact maximum likelihood estimation for non-stationary periodic time series models
- Extension of the Chandrasekhar filter to the case of periodic state-space models
- On stationarity and \(\beta \)-mixing of periodic bilinear processes
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- Asymptotic properties of weighted least squares estimation in weak PARMA models
- A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes
- Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes
- Structure and estimation of a class of nonstationary yet nonexplosive GARCH models
- Statistical analysis of periodic autoregression
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- Estimating DSGE models using seasonally adjusted and unadjusted data
- Representation of strongly harmonizable periodically correlated processes and their covariances
- On periodic EGARCH models
- A Review of Seasonal Adjustment Diagnostics
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- Testing for periodic integration
- The effects of seasonally adjusting a periodic autoregressive process
- The Markov approximation of the periodic multivariate Poisson autoregression
- Statistical inference for first-order periodic autoregressive conditional heteroscedasticity models.
- Seasonal ARIMA models with a random period
- Macroeconomics and the reality of mixed frequency data
- Robust estimation of periodic autoregressive processes in the presence of additive outliers
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