A note on modelling seasonal processes in continuous time

Journal of Time Series Analysis

Volumn 20, Issue 2, 1999, Pages 139-143

  Chambers, Marcus J ^a  

^a NONE

Author keywords

Continuous time models; Differential difference equations; Seasonality; Stoachastic differential equations

Indexed keywords

EID: 0040366183     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00129     Document Type: Article

References (5)

1. CHAMBERS, M. J. (1998) The estimation of systems of joint differential-difference equations J. Economet. 85, 1-31.
2. HYLLEBERG, S., ENGLE, R. F., GRANGER, C. W. J. and YOO, B. S. (1990) Seasonal integration and cointegration. J. Economet. 44, 215-38.
3. LEE, H. S. (1992) Maximum likelihood inference on cointegration and seasonal cointegration. J. Economet. 54, 1-47.
4. PRIESTLEY, M. B. (1981) Spectral Analysis and Time Series. London: Academic Press.
5. ROBINSON, P. M. (1974) Stochastic difference equations with non-integral differences. Adv. Appl. Probab. 6, 524-45.