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Revision as of 04:48, 5 March 2024

scientific article
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Non-Gaussian seasonal adjustment
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    Non-Gaussian seasonal adjustment (English)
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    1989
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    trend
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    seasonality
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    smoothness prior model
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    stochastic linear difference equation
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    non-Gaussian distributions
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    white noise input
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    observational noise
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    outliers
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    seasonal time series
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    structural changes
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    filtering
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    smoothing
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    non-Gaussian state space model
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    Gaussian mixture approximation
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    Numerical examples
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