Stochastic and deterministic trend models

MaRDI QIDQ3565400zbMATH OpenFDO

Authors Estela Bee Dagum, Camilo Dagum

Publication date 3 June 2010

Mathematics Subject Classification ID

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

Recommendations

• The local quadratic trend model
• Data-driven local polynomial for the trend and its derivatives in economic time series
• Nonlinear stochastic trends
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Cited in

(11)

• Seasonal adjustment of some economic indicators
• Nonlinear stochastic trends
• The local quadratic trend model
• scientific article; zbMATH DE number 4137495 (Why is no real title available?)
• MODELS THAT GENERATE TRENDS
• Consideration of trends in time series
• Stochastic and deterministic trend in state space models
• Stochastic trends based on fuzzy mathematics
• Data-driven local polynomial for the trend and its derivatives in economic time series
• Time series modeling and decomposition
• Dynamic regression models with stochastic trends: an application to the unemployment-growth relation

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