Model order selection in seasonal/cyclical long memory models
Year of publication: |
2014
|
---|---|
Authors: | Leschinski, Christian ; Sibbertsen, Philipp |
Publisher: |
Hannover : Leibniz Univ., [Wirtschaftswiss. Fak.] |
Subject: | Seasonal Long Memory | k-factor GARMA processes | Model selection | Electricity loads | Zeitreihenanalyse | Time series analysis | Theorie | Theory | ARMA-Modell | ARMA model | Elektrizitätswirtschaft | Electric power industry |
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