Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
Changli He, Jian Kang, Timo Teräsvirta and Shuhua Zhang
| Year of publication: |
[2019]
|
|---|---|
| Authors: | He, Changli ; Kang, Jian ; Teräsvirta, Timo ; Zhang, Shuhua |
| Publisher: |
Aarhus, Denmark : Department of Economics and Business Economics, Aarhus University |
| Subject: | Climate change | changing seasonality | long monthly Chinese temperature series | nonlinear model | nonlinear time series | time-varying correlation | time-varying variance | time-varying vectorsmooth transition autoregression | Zeitreihenanalyse | Time series analysis | Klimawandel | China | Saisonale Schwankungen | Seasonal variations | Nichtlineare Regression | Nonlinear regression | Korrelation | Correlation | Volatilität | Volatility | Schätzung | Estimation | ARCH-Modell | ARCH model | Theorie | Theory |
freely available