Periodic autoregressive models for time series with integrated seasonality
From MaRDI portal
Publication:5065246
DOI10.1080/00949655.2020.1827407OpenAlexW3092109696MaRDI QIDQ5065246FDOQ5065246
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
Cites Work
- Seasonal integration and cointegration
- Table of integrals, series, and products. Translated from the Russian. Translation edited and with a preface by Alan Jeffrey and Daniel Zwillinger. With one CD-ROM (Windows, Macintosh and UNIX)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Evolutionary statistical procedures. An evolutionary computation approach to statistical procedures designs and applications
- Seasonal unit roots in aggregate U.S. data (with discussion)
- Nonparametric tests for unit roots and cointegration.
- Variance ratio tests of the seasonal unit root hypothesis
- Testing for Unit Roots in Monthly Time Series
- On Periodic Structures and Testing for Seasonal Unit Roots
- Periodic Time Series Models
- PERIODIC CORRELATION IN STRATOSPHERIC OZONE DATA
- Testing for periodic autocorrelations in seasonal time series data
- Measurement of a wandering signal amid noise
- Parsimony, Model Adequacy and Periodic Correlation in Time Series Forecasting
- A powerful test of the autoregressive unit root hypothesis based on a tuning parameter free statistic
- Powerful nonparametric seasonal unit root tests
- Parsimonious periodic autoregressive models for time series with evolving trend and seasonality
- Title not available (Why is that?)
Cited In (2)
This page was built for publication: Periodic autoregressive models for time series with integrated seasonality
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5065246)
