Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes
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- Łukasz Lenart, 2017. "Examination of Seasonal Volatility in HICP for Baltic Region Countries: Non-Parametric Test versus Forecasting Experiment," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 9(1), pages 29-67, March.
- Łukasz Lenart & Błażej Mazur, 2016. "On Bayesian Inference for Almost Periodic in Mean Autoregressive Models," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Magdalena Osińska (ed.), Statistical Review, vol. 63, 2016, 3, edition 1, volume 63, chapter 1, pages 255-272, University of Lodz.
- Łukasz Lenart & Mateusz Pipień, 2017. "Non-Parametric Test for the Existence of the Common Deterministic Cycle: The Case of the Selected European Countries," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 9(3), pages 201-241, September.
- Marta Skrzypczyńska, 2014. "Cyclical Processes in the Polish Economy," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 6(3), pages 153-192, September.
- Łukasz Lenart & Mateusz Pipień, 2015. "Empirical Properties of the Credit and Equity Cycle within Almost Periodically Correlated Stochastic Processes - the Case of Poland, UK and USA," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 7(3), pages 169-186, September.
- Dudek, Anna E. & Lenart, Łukasz, 2017. "Subsampling for nonstationary time series with non-zero mean function," Statistics & Probability Letters, Elsevier, vol. 129(C), pages 252-259.
- Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek & Dominique Dehay & Anna E. Dudek, 2015. "Recent developments in bootstrap methods for dependent data," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(3), pages 327-351, May.
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Keywords
seasonality; almost periodically correlated stochastic processes; subsampling; business cycle;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
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