Estimation of spectral density for seasonal time series models

Dong Wan Shin

doi:10.1016/j.spl.2003.09.012

Estimation of spectral density for seasonal time series models

Statistics & Probability Letters ◽

10.1016/j.spl.2003.09.012 ◽

2004 ◽

Vol 67 (2) ◽

pp. 149-159 ◽

Cited By ~ 2

Author(s):

Dong Wan Shin

Keyword(s):

Time Series ◽

Spectral Density ◽

Time Series Models ◽

Seasonal Time Series

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On consistent testing for serial correlation in seasonal time series models

Canadian Journal of Statistics ◽

10.1002/cjs.5550350201 ◽

2007 ◽

Vol 35 (2) ◽

pp. 193-213 ◽

Cited By ~ 3

Author(s):

Pierre Duchesne

Keyword(s):

Time Series ◽

Serial Correlation ◽

Time Series Models ◽

Seasonal Time Series

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On the Evaluation of the Information Matrix for Multiplicative Seasonal Time-Series Models

Journal of Time Series Analysis ◽

10.1111/j.1467-9892.2005.00461.x ◽

2006 ◽

Vol 27 (2) ◽

pp. 167-190 ◽

Cited By ~ 5

Author(s):

E. J. Godolphin ◽

S. R. Bane

Keyword(s):

Time Series ◽

Information Matrix ◽

Time Series Models ◽

Seasonal Time Series

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Evaluating financial time series models for irregularly spaced data: A spectral density approach

Computers & Operations Research ◽

10.1016/j.cor.2006.02.017 ◽

2008 ◽

Vol 35 (1) ◽

pp. 130-155 ◽

Cited By ~ 12

Author(s):

Pierre Duchesne ◽

Maria Pacurar

Keyword(s):

Time Series ◽

Spectral Density ◽

Financial Time Series ◽

Time Series Models ◽

Financial Time

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Spectral Density Based Goodness-of-Fit Tests for Time Series Models

Scandinavian Journal of Statistics ◽

10.1111/1467-9469.00184 ◽

2000 ◽

Vol 27 (1) ◽

pp. 143-176 ◽

Cited By ~ 45

Author(s):

Efstathios Paparoditis

Keyword(s):

Time Series ◽

Spectral Density ◽

Goodness Of Fit ◽

Time Series Models ◽

Goodness Of Fit Tests

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Tailoring Seasonal Time Series Models to Forecast Short-Term Water Demand

Journal of Water Resources Planning and Management ◽

10.1061/(asce)wr.1943-5452.0000591 ◽

2016 ◽

Vol 142 (3) ◽

pp. 04015067 ◽

Cited By ~ 20

Author(s):

Ernesto Arandia ◽

Amadou Ba ◽

Bradley Eck ◽

Sean McKenna

Keyword(s):

Time Series ◽

Water Demand ◽

Time Series Models ◽

Short Term ◽

Seasonal Time Series

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Comparison of Forecasting Performance in Multivariate Nonstationary Seasonal Time Series Models

Communications for Statistical Applications and Methods ◽

10.5351/ckss.2011.18.1.013 ◽

2011 ◽

Vol 18 (1) ◽

pp. 13-21

Author(s):

Byeong-Chan Seong

Keyword(s):

Time Series ◽

Time Series Models ◽

Seasonal Time Series ◽

Forecasting Performance

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Nonstationary and Seasonal Time Series Models

Introduction to Time Series and Forecasting - Springer Texts in Statistics ◽

10.1007/978-1-4757-2526-1_6 ◽

1996 ◽

pp. 177-215

Author(s):

Peter J. Brockwell ◽

Richard A. Davis

Keyword(s):

Time Series ◽

Time Series Models ◽

Seasonal Time Series

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Seasonal Time Series Models to Support Traffic Input Data for Mechanistic–Empirical Design Guide

Transportation Research Record Journal of the Transportation Research Board ◽

10.1177/0361198106194700117 ◽

2006 ◽

Vol 1947 (1) ◽

pp. 175-184

Author(s):

Jorge A. Prozzi ◽

Feng Hong

Keyword(s):

Time Series ◽

Input Data ◽

Time Series Models ◽

Seasonal Time Series ◽

Design Guide ◽

Empirical Design

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A new kernel for long-run variance estimates in seasonal time series models

Economics Letters ◽

10.1016/s0165-1765(02)00048-4 ◽

2002 ◽

Vol 76 (2) ◽

pp. 165-171 ◽

Cited By ~ 1

Author(s):

Dong Wan Shin ◽

Man-Suk Oh

Keyword(s):

Time Series ◽

Time Series Models ◽

Seasonal Time Series ◽

Long Run ◽

Variance Estimates

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Limiting distributions of unconditional maximum likelihood unit root test statistics in seasonal time-series models

Journal of Time Series Analysis ◽

10.1111/j.1467-9892.2004.01814.x ◽

2004 ◽

Vol 25 (4) ◽

pp. 551-561 ◽

Cited By ~ 2

Author(s):

Taiyeong Lee ◽

David A. Dickey

Keyword(s):

Time Series ◽

Maximum Likelihood ◽

Unit Root ◽

Unit Root Test ◽

Time Series Models ◽

Test Statistics ◽

Limiting Distributions ◽

Seasonal Time Series

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