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Applications of quasi-periodic oscillation models to seasonal small count time series

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  • Higuchi, Tomoyuki

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  • Higuchi, Tomoyuki, 1999. "Applications of quasi-periodic oscillation models to seasonal small count time series," Computational Statistics & Data Analysis, Elsevier, vol. 30(3), pages 281-301, May.
    • Handle: RePEc:eee:csdana:v:30:y:1999:i:3:p:281-301
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    References listed on IDEAS

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    1. Harvey, Andrew C & Fernandes, C, 1989. "Time Series Models for Count or Qualitative Observations," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(4), pages 407-417, October.
    2. Harvey, A C, 1985. "Trends and Cycles in Macroeconomic Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 3(3), pages 216-227, June.
    3. Gary K. Grunwald & Kais Hamza & Rob J. Hyndman, 1997. "Some Properties and Generalizations of Non‐negative Bayesian Time Series Models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 59(3), pages 615-626.
    4. Harvey, Andrew C & Fernandes, C, 1989. "Time Series Models for Count or Qualitative Observations: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(4), pages 422-422, October.
    5. T. Higuchi, 1991. "Frequency domain characteristics of linear operator to decompose a time series into the multi-components," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(3), pages 469-492, September.
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    Cited by:

    1. Takaya Fukui & Seisho Sato & Akihiko Takahashi, 2016. "Style Analysis with Particle Filtering and Generalized Simulated Annealing," CIRJE F-Series CIRJE-F-1010, CIRJE, Faculty of Economics, University of Tokyo.
    2. Takaya Fukui & Seisho Sato & Akihiko Takahashi, 2017. "Style analysis with particle filtering and generalized simulated annealing," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 4(02n03), pages 1-29, June.
    3. Takaya Fukui & Seisho Sato & Akihiko Takahashi, 2017. "This paper proposes a new approach to style analysis of mutual funds in a general state space framework with particle filtering and generalized simulated annealing (GSA). Speci cally, we regard the ex," CARF F-Series CARF-F-383, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.

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