scientific article; zbMATH DE number 1240617

MaRDI QIDQ4225892zbMATH OpenFDO

Authors Brajendra C. Sutradhar

Publication date 11 January 2001

zbMATH Keywords

asymptotically locally optimal testconsistent estimatesPearson type chi-square testregular autocovariance functionsseasonal autocovariance functions

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(7)

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• A Nonlinear Algorithm for Seasonal Adjustment in Multiplicative Component Decompositions
• scientific article; zbMATH DE number 3858241 (Why is no real title available?)
• MULTIPLICATIVE EXPONENTIAL MODELS FOR STATIONARY TIME SERIES
• A proposed methodology for the statistical hypotheses testing of the linear and non-linear restrictions in the multiplicative seasonal moving average models
• BEVERIDGE-NELSON-TYPE TRENDS FOR I(2) AND SOME SEASONAL MODELS
• Framework for choice of models and detection of seasonal effect in time series

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