Maximum entropy extreme‐value seasonal adjustment
DOI10.1111/ANZS.12262OpenAlexW2955149117MaRDI QIDQ5229965FDOQ5229965
Tucker S. McElroy, Richard N. Penny
Publication date: 19 August 2019
Published in: Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/anzs.12262
Recommendations
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Economic time series analysis (91B84)
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