scientific article; zbMATH DE number 4185355
From MaRDI portal
Publication:5750685
zbMath0718.90021MaRDI QIDQ5750685
Publication date: 1986
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Economic time series analysis (91B84) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)
Related Items (24)
Dynamic seasonality in time series ⋮ Estimation of partially nonstationary vector autoregressive models with seasonal behavior ⋮ Removing seasonality under a changing regime: filtering new car sales ⋮ Testing for adequacy of seasonal adjustment in the frequency domain ⋮ Neural network forecasting for seasonal and trend time series ⋮ Tests for seasonal unit roots. General to specific or specific to general? ⋮ The effect of linear filters on dynamic time series with structural change ⋮ A new index for measuring seasonality: a transportation cost approach ⋮ A Review of Seasonal Adjustment Diagnostics ⋮ On the dynamic structure of a seasonal component ⋮ An Algorithm to Estimate Time Varying Parameter SURE Models under Different Type of Restrictions ⋮ Fixed-size least squares support vector machines: A large scale application in electrical load forecasting ⋮ Improved frequency selective filters ⋮ An algorithm to estimate time-varying parameter SURE models under different types of restriction ⋮ Forecasting time series with common seasonal patterns (with discussion) ⋮ Seasonal cointegration. The Japanese consumption function (with discussion) ⋮ Trend-cycle detection as a filtering problem ⋮ Seasonal integration and cointegration ⋮ Deterministic versus stochastic seasonal fractional integration and structural breaks ⋮ Generalised long-memory GARCH models for intra-daily volatility ⋮ Testing the joint hypothesis of rationality and neutrality under seasonal cointegration: The case of Korea ⋮ On the Sensitivity of Granger Causality to Errors‐In‐Variables, Linear Transformations and Subsampling ⋮ Functional data analysis of the dynamics of the monthly index of nondurable goods production. ⋮ Nonparametric estimation of time varying parameters under shape restrictions
This page was built for publication:
