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2004, ADVANCED TEXTS IN ECONOMETRICS., ISBN 9780199242030, 162
This book considers periodic time series models for seasonal data, characterized by parameters that differ across the seasons, and focuses on their usefulness... 
Economics | Econometric models | Time-series analysis
Book
Journal Article
Annals of Statistics, ISSN 0090-5364, 2018, Volume 46, Issue 6B, pp. 3510 - 3538
A bootstrap procedure for functional time series is proposed which exploits a general vector autoregressive representation of the time series of Fourier... 
Bootstrap | Fourier transform | Karhunen–Loève expansion | Principal components | Spectral density operator | VALUED RANDOM-VARIABLES | INEQUALITY | spectral density operator | MULTIVARIATE STOCHASTIC-PROCESSES | STATISTICS & PROBABILITY | principal components | CLT | HILBERT-SPACE | Karhunen Loeve expansion | PREDICTION
Journal Article
by Di Martino and Sessa
Sensors, ISSN 1424-8220, 08/2019, Volume 19, Issue 16, p. 3611
Journal Article
Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena, ISSN 0960-0779, 12/2017, Volume 105, pp. 38 - 42
Journal Article
1976, Rev. ed., Holden-Day series in time series analysis., ISBN 9780816211043, xxi, 575
Book
The Annals of Statistics, ISSN 0090-5364, 10/2012, Volume 40, Issue 5, pp. 2601 - 2633
Journal Article
Journal of Applied Econometrics, ISSN 0883-7252, 04/2018, Volume 33, Issue 3, pp. 332 - 354
Summary We propose parametric copulas that capture serial dependence in stationary heteroskedastic time series. We suggest copulas for first‐order Markov... 
FREQUENCY DATA | MODELS | EXCHANGE-RATES | CONDITIONAL CORRELATION | SOCIAL SCIENCES, MATHEMATICAL METHODS | LONGITUDINAL DATA | CONSTRUCTIONS | ECONOMICS | TEMPORAL DEPENDENCE | MARKOV-PROCESSES | VOLATILITY | Money | Analysis | Markov processes | Autoregressive models | Correlation analysis | Volatility | Time series
Journal Article
Electric Power Systems Research, ISSN 0378-7796, 11/2016, Volume 140, pp. 378 - 390
Journal Article
Computational Statistics and Data Analysis, ISSN 0167-9473, 06/2019, Volume 134, pp. 157 - 170
Journal Article
14.