Statistical Properties of Model-Based Signal Extraction Diagnostic Tests (Q5457984)

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scientific article; zbMATH DE number 5261943
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Statistical Properties of Model-Based Signal Extraction Diagnostic Tests
scientific article; zbMATH DE number 5261943

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    Statistical Properties of Model-Based Signal Extraction Diagnostic Tests (English)
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    10 April 2008
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    ARIMA model
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    central limit theorem
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    filtering
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    seasonal adjustment
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