Publication:4784429

zbMath1007.62073MaRDI QIDQ4784429

Michael Reutter, Robert M. Kunst

Publication date: 26 March 2003

zbMATH Keywords

seasonality; p-values; Bayes test; non-stationarity; decision bounds

Mathematics Subject Classification ID

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

62F15: Bayesian inference

62C10: Bayesian problems; characterization of Bayes procedures

Related Items

Periodic autoregressive models for time series with integrated seasonality