scientific article; zbMATH DE number 1844043

zbMATH Open1007.62073MaRDI QIDQ4784429FDOQ4784429

Authors: Robert M. Kunst, Michael Reutter 

Publication date: 26 March 2003

Title of this publication is not available (Why is that?)

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zbMATH Keywords

seasonalitynon-stationarityp-valuesBayes testdecision bounds

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian problems; characterization of Bayes procedures (62C10)

Cited In (3)

• Periodic autoregressive models for time series with integrated seasonality
• A combined nonparametric test for seasonal unit roots
• A random forest-based approach to combining and ranking seasonality tests

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