Semiparametric Modeling of Seasonal Time Series

DOI10.1111/1467-9892.00082MaRDI QIDQ3838311zbMATH OpenOpenAlexFDO

Authors Prabir Burman, Robert H. Shumway

Publication date 9 August 1998

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9892.00082

zbMATH Keywords

multiplicative modelsnonlinear time seriesseasonal adjustmentsplines

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Recommendations

• Flexible Seasonal Time Series Models
• Seasonality analysis of time series in partial linear models
• scientific article; zbMATH DE number 5178417
• Semiparametric approaches to signal extraction problems in economic time series

Cited in

(18)

• Nonparametric method of least squares: accounting for seasonality
• Semiparametric analysis for environmental time series
• Additive models with autoregressive symmetric errors based on penalized regression splines
• A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model
• Semiparametric inference in seasonal and cyclical long memory processes
• Seasonality analysis of time series in partial linear models
• scientific article; zbMATH DE number 3885169 (Why is no real title available?)
• scientific article; zbMATH DE number 3886927 (Why is no real title available?)
• Flexible Seasonal Time Series Models
• scientific article; zbMATH DE number 5178417 (Why is no real title available?)
• NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS
• Box-Jenkins Seasonal Models
• Grow-up seasonal time series
• scientific article; zbMATH DE number 5054867 (Why is no real title available?)
• Semiparametric estimation and testing of the trend of temperature series
• Parametric and semiparametric approaches to testing for seasonal trend in serial count data
• Functional coefficient seasonal time series models with an application of Hawaii tourism data
• On smoothing estimation for seasonal time series with long cycles

This page was built for publication: Semiparametric Modeling of Seasonal Time Series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3838311)