Forecasting daily time series using periodic unobserved components time series models (Q1010432): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2150413100
@@ Property / OpenAlex ID: W2150413100 / rank @@
+Normal rank
@@ Property / cites work @@
+Periodic Seasonal Reg-ARFIMA–GARCH Models for Daily Electricity Spot Prices
+Normal rank
@@ Property / cites work @@
+The diffuse Kalman filter
@@ Property / cites work: The diffuse Kalman filter / rank @@
+Normal rank
@@ Property / cites work @@
+Q2760417
@@ Property / cites work: Q2760417 / rank @@
+Normal rank
@@ Property / cites work @@
+Periodic Time Series Models
@@ Property / cites work: Periodic Time Series Models / rank @@
+Normal rank
@@ Property / cites work @@
+Q4120006
@@ Property / cites work: Q4120006 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002938
@@ Property / cites work: Q4002938 / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum Likelihood Fitting of ARMA Models to Time Series with Missing Observations
+Normal rank
@@ Property / cites work @@
+Smoothness priors analysis of time series
@@ Property / cites work: Smoothness priors analysis of time series / rank @@
+Normal rank
@@ Property / cites work @@
+Exact Initial Kalman Filtering and Smoothing for Nonstationary Time Series Models
+Normal rank
@@ Property / cites work @@
+Computing observation weights for signal extraction and filtering
+Normal rank
@@ Property / cites work @@
+Time Series Modelling of Daily Tax Revenues
@@ Property / cites work: Time Series Modelling of Daily Tax Revenues / rank @@
+Normal rank
@@ Property / cites work @@
+The implications of periodically varying coefficients for seasonal time- series processes
+Normal rank
@@ Property / cites work @@
+Seasonal Specific Structural Time Series
@@ Property / cites work: Seasonal Specific Structural Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Evaluation of likelihood functions for Gaussian signals
+Normal rank
@@ Property / cites work @@
+Q3876877
@@ Property / cites work: Q3876877 / rank @@
+Normal rank