Pages that link to "Item:Q5926094"
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The following pages link to Seasonal adjustment with the X-11 method (Q5926094):
Displayed 18 items.
- Low-pass filter design using locally weighted polynomial regression and discrete prolate spheroidal sequences (Q607202) (← links)
- On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing (Q652595) (← links)
- Practical statistical methods for call centres with a case study addressing urgent medical care delivery (Q889569) (← links)
- A new set of asymmetric filters for tracking the short-term trend in real-time (Q902920) (← links)
- Detecting multiple mean breaks at unknown points in official time series (Q929718) (← links)
- An iterated parametric approach to nonstationary signal extraction (Q959309) (← links)
- A non-parametric iterative smoothing method for benchmarking and temporal distribution (Q961797) (← links)
- Real time estimation in local polynomial regression, with application to trend-cycle analysis (Q999677) (← links)
- Optimal real-time filters for linear prediction problems (Q1695675) (← links)
- Spectral filtering for trend estimation (Q2341888) (← links)
- A nonparametric method for asymmetrically extending signal extraction filters (Q3096854) (← links)
- Econometric software development: past, present and future (Q3429911) (← links)
- A note on the statistical properties of nonparametric trend estimators by means of smoothing matrices (Q3611826) (← links)
- Trends cycles and seasons: Econometric methods of signal extraction (Q5034248) (← links)
- Time series modeling and decomposition (Q5148504) (← links)
- Maximum entropy extreme‐value seasonal adjustment (Q5229965) (← links)
- A Review of Seasonal Adjustment Diagnostics (Q6067576) (← links)
- The finite sample performance of two methods for choosing a power transformation when seasonally adjusting a time series with X-13ARIMA-SEATS (Q6118226) (← links)