Illuminating ARIMA model-based seasonal adjustment with three fundamental seasonal models
David F. Findley, Demetra P. Lytras Lytras, Agustín Maravall
págs. 11-52
págs. 53-98
Robust time series models with trend and seasonal components
Michele Caivano, Andrew Harvey, Alessandra Luati
págs. 99-120
Neglected serial correlation tests in UCARIMA models
Gabriele Fiorentini, Enrique Sentana Iváñez
págs. 121-178
Identification of asymmetric conditional heteroscedasticity in the presence of outliers
M. Ángeles Carnero Fernández, Ana Pérez Espartero, Esther Ruiz Ortega
págs. 179-201