Seasonal heteroscedasticity and trends

Journal of Forecasting

Volumn 17, Issue 1, 1998, Pages 1-17

  Proietti, Tommaso ^a,b  

^a UNIVERSITY OF PERUGIA   (Italy)

^b Dipartimento di Scienze Statistiche   (Italy)

Author keywords

Cubic splines; Heteroscedasticity; Periodic models; Seasonality; Structural time series modelling

Indexed keywords

ECONOMICS; HYDROLOGY; TIME SERIES ANALYSIS; TIME VARYING SYSTEMS;

CUBIC SPLINES; HETEROSCEDASTICITY; SEASONALITY;

FORECASTING;

EID: 0031705067     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-131X(199801)17:1<1::AID-FOR675>3.0.CO;2-G     Document Type: Article

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