TRAMO

swMATH24172MaRDI QIDQ35933FDOQ35933

Author name not available (Why is that?)

Cited In (25)

• New algorithms for dating the business cycle
• Measurement errors and outliers in seasonal unit root testing
• An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment
• Econometric methods of signal extraction
• A time series bootstrap procedure for interpolation intervals
• A single-index model procedure for interpolation intervals in time series
• The choice of time interval in seasonal adjustment: a heuristic approach
• Seasonality in COVID-19 times
• An application of TRAMO-SEATS; model selection and out-of-sample performance. The Swiss CPI series
• Robust Transformations in Univariate and Multivariate Time Series
• Linear dynamic harmonic regression
• Testing for Equal Predictability of Stationary ARMA Processes
• Studying co-movements in large multivariate data prior to multivariate modelling
• Removing seasonality under a changing regime: filtering new car sales
• A note on the Vogelsang test for additive outliers
• Time series clustering based on forecast densities
• Estimation of dynamic panel spatial vector autoregression: stability and spatial multivariate cointegration
• Multiple seasonal STL decomposition with discrete-interval moving seasonalities
• Linear Time Series with MATLAB and OCTAVE
• Time series clustering based on nonparametric multidimensional forecast densities
• Non-linear time series clustering based on non-parametric forecast densities
• Missing observations in ARIMA models: Skipping approach versus additive outlier approach
• Computation of asymmetric signal extraction filters and mean squared error for ARIMA component models
• Controlling Revisions in Arima‐Model‐Based Seasonal Adjustment
• Automatic SARIMA modeling and forecast accuracy

This page was built for software: TRAMO