Skip to Main content Skip to Navigation
Book sections

Fractional and seasonal filtering

Abstract : We introduce in this study a new strategy to model simultaneously persistence and seasonality inside economic data using different stochastic filters based on the Gegenbauer modelling. The limits and advantages of these filters are discussed in order to improve the adjustment of economic series, particularly when specific trend is observed. The series of new cars registrations in the Euro-zone is modelled using the previous filters
Document type :
Book sections
Complete list of metadatas
Contributor : Dominique Guégan <>
Submitted on : Tuesday, November 29, 2011 - 1:27:47 PM
Last modification on : Tuesday, January 19, 2021 - 11:08:50 AM
Long-term archiving on: : Sunday, December 4, 2016 - 6:09:44 PM


Files produced by the author(s)


  • HAL Id : halshs-00646178, version 1


Dominique Guegan, Laurent Ferrara. Fractional and seasonal filtering. J.L. Mazi. Proceeding Book on the Conference Seasonality, Seasonal adjustment and its implication for short term analysis and forecasting, Eurostat, pp.121-132, 2008. ⟨halshs-00646178⟩



Record views


Files downloads