Seasonal generalized AR models

DOI10.1080/03610926.2022.2100422MaRDI QIDQ6118232FDOQ6118232

Authors: Richard Hunt, Shelton Peiris, Neville Weber 

Publication date: 23 February 2024

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

seasonalityBox-JenkinsGegenbauerGAR

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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