Dynamic Harmonic Regression Methods in the Analysis of Stochastic Time Series Exhibiting Strong Trigonometric Components

  1. Nachane, D.
  2. Artis, M.
  3. Clavel, J.G.
  4. Hoffmann, M.
Journal:
Journal of Quantitative Economics

ISSN: 2364-1045 0971-1554

Year of publication: 2015

Volume: 13

Issue: 1

Type: Article

DOI: 10.1007/S40953-015-0001-8 GOOGLE SCHOLAR