Computation of asymmetric signal extraction filters and mean squared error for ARIMA component models (Q4677033): Difference between revisions

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Property / author: Donald E. K. Martin / rank
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Property / cites work: Computing observation weights for signal extraction and filtering / rank
 
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Latest revision as of 10:35, 10 June 2024

scientific article; zbMATH DE number 2169605
Language Label Description Also known as
English
Computation of asymmetric signal extraction filters and mean squared error for ARIMA component models
scientific article; zbMATH DE number 2169605

    Statements

    Computation of asymmetric signal extraction filters and mean squared error for ARIMA component models (English)
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    20 May 2005
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    seasonal ajustment
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    linear filter
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    linear projection
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