Crtra. Valldemossa, km 7.5
Ed. Jovellanos
Palma de Mallorca, Illles Balears 07122
Spain
University of the Balearic Islands
SSRN RANKINGS
in Total Papers Citations
Seasonal Unit Roots, HEGY Tests, Additive Outliers, Measurement Errors, Brownian Motion
Additive outliers, outlier detection, integrated processes, periodic heteroscedasticity, seasonality
additive outliers, outlier detection, integrated processes, periodic heteroscedasticity, seasonality
Additive outliers, outlier detection, integrated processes
Periodic autoregression, seasonality, high frequency data, cointegration, multicointegration, common features