Long monthly temperature series and 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: | Changing seasonality | nonlinear model | vector smoothtransition autoregression | Zeitreihenanalyse | Time series analysis | Saisonale Schwankungen | Seasonal variations | Schätztheorie | Estimation theory | Nichtlineare Regression | Nonlinear regression | Saisonkomponente | Seasonal component | VAR-Modell | VAR model |
freely available
| Extent: | 1 Online-Ressource (circa 79 Seiten) Illustrationen |
|---|---|
| Series: | CREATES research paper. - Aarhus : [Verlag nicht ermittelbar], ZDB-ID 2490360-7. - Vol. 2019, 18 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012316885