Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
A diagnostic for seasonality based upon polynomial roots of ARMA models | Journal of Official Statistics |
| 2021 | |
The consequences of seasonal adjustment for periodic autoregressive processes | 2004 | |||
Seasonal adjustment of ARIMA series | 1979 | |||
An alternative model‐based seasonal adjustment that reduces residual seasonal autocorrelation | 2012 | |||
A nonparametric test for residual seasonality | 2009 |
Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density | Computational Statistics & Data Analysis |
| 1 | 2023 |
White noise testing for functional time series | Statistics Surveys |
| 2023 | |
Automatizing model selection in an annual review of seasonal adjustment: A machine learning-inspired approach | Statistical Journal of the IAOS | 2023 |