Agustin Maravall

Available identifiers

zbMath Open maravall.agustinMaRDI QIDQ921805

List of research outcomes

Publication	Date of Publication	Type
An application of TRAMO-SEATS; model selection and out-of-sample performance. The Swiss CPI series	2020-07-21	Paper
Optimal signal extraction with correlated components	2018-02-07	Paper
Reg_arima model identification: empirical evidence	2016-10-26	Paper
https://portal.mardi4nfdi.de/entity/Q2906618	2012-09-05	Paper
An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment	2008-12-11	Paper
https://portal.mardi4nfdi.de/entity/Q4458418	2004-03-17	Paper
https://portal.mardi4nfdi.de/entity/Q4458440	2004-03-17	Paper
Estimation error and the specification of unobserved component models	2001-01-04	Paper
Measuring business cycles in economic time series	2000-12-21	Paper
Missing observations in ARIMA models: Skipping approach versus additive outlier approach	1999-11-16	Paper
https://portal.mardi4nfdi.de/entity/Q4375682	1998-03-30	Paper
Estimation, Prediction, and Interpolation for Nonstationary Series with the Kalman Filter	1995-02-16	Paper
Encompassing univariate models in multivariate time series. A case study	1994-04-12	Paper
On the dynamic structure of a seasonal component	1989-01-01	Paper
A note on minimum mean squared error estimation of signals with unit roots	1988-01-01	Paper
Revisions in ARIMA Signal Extraction	1986-01-01	Paper
Identification in dynamic shock-error models	1979-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4148720	1977-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Agustin Maravall