Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
Changli He, Jian Kang, Annastiina Silvennoinen, Timo Teräsvirta
| Year of publication: |
2024
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|---|---|
| Authors: | He, Changli ; Kang, Jian ; Silvennoinen, Annastiina ; Teräsvirta, Timo |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ZDB-ID 1460617-3. - Vol. 239.2024, 1, Art.-No. 105494, p. 1-17
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| Subject: | Changing seasonality | Nonlinear model | Time-varying correlation | Vector smooth transition autoregression | Zeitreihenanalyse | Time series analysis | Saisonale Schwankungen | Seasonal variations | Nichtlineare Regression | Nonlinear regression | Schätztheorie | Estimation theory | Korrelation | Correlation | VAR-Modell | VAR model | Saisonkomponente | Seasonal component |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2023.105494 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015073960