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

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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

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instance of

scholarly article

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title

Computation of asymmetric signal extraction filters and mean squared error for ARIMA component models (English)

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Journal of Time Series Analysis

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publication date

20 May 2005

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zbMATH Keywords

seasonal ajustment

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linear filter

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linear projection

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describes a project that uses

TRAMO

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1111/j.1467-9892.2004.01920.x

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cites work

Computation of asymmetric signal extraction filters and mean squared error for ARIMA component models

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Q5663204

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Q5612941

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Computing observation weights for signal extraction and filtering

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Data revisions with moving average seasonal adjustment procedures

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Q5794082

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Identifiers

zbMATH Open document ID

1060.62102

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Mathematics Subject Classification ID

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10.1111/J.1467-9892.2004.01920.X

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Sitelinks

Mathematics(1 entry)

mardi Publication:4677033

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-Donald E. K. Martin
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+Computation of asymmetric signal extraction filters and mean squared error for ARIMA component models
+Normal rank
@@ Property / cites work @@
+Q5663204
@@ Property / cites work: Q5663204 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5612941
@@ Property / cites work: Q5612941 / rank @@
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@@ Property / cites work @@
+Computing observation weights for signal extraction and filtering
+Normal rank
@@ Property / cites work @@
+Data revisions with moving average seasonal adjustment procedures
+Normal rank
@@ Property / cites work @@
+Q5794082
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@@ Property / DOI: 10.1111/J.1467-9892.2004.01920.X / rank @@
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