Periodic autoregressive models for time series with integrated seasonality

DOI10.1080/00949655.2020.1827407MaRDI QIDQ5065246zbMATH OpenOpenAlexFDO

Authors Domenico Cucina, Roberto Baragona, Francesco Battaglia

Publication date 18 March 2022

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2020.1827407

zbMATH Keywords

genetic algorithmsseasonal unit rootsunit root test

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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Cited in

(2)

• Periodic and seasonal (co-)integration in the state space framework
• Applications of quasi-periodic oscillation models to seasonal small count time series.

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