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stat.ME2024★ 1 cited
A Bayesian nonlinear stationary model with multiple frequencies for business cycle analysis
Łukasz Lenart, Łukasz Kwiatkowski, Justyna Wróblewska
We design a novel, nonlinear single-source-of-error model for analysis of multiple business cycles. The model's specification is intended to capture key empirical characteristics o…
math.ST2024
Properties of stationary cyclical processes
Łukasz Lenart
The paper investigates the theoretical properties of zero-mean stationary time series with cyclical components, admitting the representation , with $…