Cyclostationarity: half a century of research
Signal Processing
Bibliography on cyclostationarity
Signal Processing
Seasonal Nonlinear Long Memory Model for the US Inflation Rates
Computational Economics
Aggregation and systematic sampling of periodic ARMA processes
Computational Statistics & Data Analysis
Sample size, lag order and critical values of seasonal unit root tests
Computational Statistics & Data Analysis
An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment
Computational Statistics & Data Analysis
Exact maximum likelihood estimation for non-stationary periodic time series models
Computational Statistics & Data Analysis
Seasonality and neural networks: a new approach
International Journal of Metaheuristics
Removing seasonality under a changing regime: Filtering new car sales
Computational Statistics & Data Analysis
Journal of Multivariate Analysis
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In this book Eric Ghysels and Denise R. Osborn provide a thorough and timely review of the recent developments in the econometric analysis of seasonal economic time series. The authors discuss the asymptotic distribution theory for linear stationary and nonstationary seasonal stochastic processes. They also cover the latest contributions to the theory and practice of seasonal adjustment, together with its implications for estimation and hypothesis testing. A comprehensive analysis of periodic models is provided, including stationary and nonstationary cases. The book concludes with a discussion of some nonlinear seasonal and periodic models. The treatment is designed for an audience of researchers and advanced graduate students.