Signal extraction for finite nonstationary time series (Q3768223): Difference between revisions
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Revision as of 12:36, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Signal extraction for finite nonstationary time series |
scientific article |
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Signal extraction for finite nonstationary time series (English)
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1987
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ARIMA models
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signal extraction
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structural component model
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transformation approach
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minimum mean squared error
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missing observations
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signal plus noise model
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independent, stationary ARMA processes
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best estimator
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invariant
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Kalman filter
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diffuse prior
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initial conditions
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seasonal component
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time series
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