Single and multiple error state-space models for signal extraction (Q5220774): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q3993534 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimal state-space realization in linear system theory: An overview / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3902876 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A fast and stable method to compute the likelihood of time invariant state-space models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: The ARMA model in state space form / rank
 
Normal rank
Property / cites work
 
Property / cites work: Single source of error state space approach to the Beveridge Nelson decomposition / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Exact Multivariate Model-Based Structural Decomposition / rank
 
Normal rank
Property / cites work
 
Property / cites work: Trend–Cycle Decompositions with Correlated Components / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4039983 / rank
 
Normal rank
Property / cites work
 
Property / cites work: State space modeling of multiple time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fast likelihood evaluation and prediction for nonstationary state space models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of dynamic econometric models with errors in variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: The exact likelihood for a state space model with stochastic inputs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of the DRE solution to the ARE strong solution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smoothing and Interpolation with the State-Space Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Factorization methods for discrete sequential estimation / rank
 
Normal rank

Latest revision as of 03:45, 22 July 2024

scientific article; zbMATH DE number 7183119
Language Label Description Also known as
English
Single and multiple error state-space models for signal extraction
scientific article; zbMATH DE number 7183119

    Statements

    Single and multiple error state-space models for signal extraction (English)
    0 references
    27 March 2020
    0 references
    state-space model
    0 references
    signal extraction
    0 references
    seasonal adjustment
    0 references
    Kalman filter
    0 references
    trend
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references