Revisions in ARIMA Signal Extraction (Q4725565)

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scientific article; zbMATH DE number 3999069
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English
Revisions in ARIMA Signal Extraction
scientific article; zbMATH DE number 3999069

    Statements

    author
    Agustin Maravall
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    publication date
    1986
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    zbMATH Keywords
    canonical decomposition
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    noise extraction
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    ARIMA process
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    minimum mean square error linear estimate
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    final estimate
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    concurrent estimate
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    revisions
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    ARMA process
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    title
    Revisions in ARIMA Signal Extraction (English)
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    Identifiers

    DOI
    10.2307/2289005
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    zbMATH DE Number
    3999069
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    OpenAlex ID
    W4237986870
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