COMPUTATIONALLY EFFICIENT IMPLEMENTATION OF A BAYESIAN SEASONAL ADJUSTMENT PROCEDURE

DOI10.1111/J.1467-9892.1984.TB00390.XMaRDI QIDQ3685153zbMATH OpenOpenAlexFDO

Authors Makio Ishiguro

Publication date 1984

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9892.1984.tb00390.x

zbMATH Keywords

Bayesian inferenceHouseholder transformationleast square problemseasonal adjustmenttime series

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

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Cites work

• A Bayesian approach to binary response curve estimation
• A NONSTATIONARY TIME SERIES MODEL AND ITS FITTING BY A RECURSIVE FILTER
• Numerical methods for solving linear least squares problems

Cited in

(2)

• Frequency domain characteristics of linear operator to decompose a time series into the multi-components
• A NOTE ON THE COMPUTATION OF THE BAYESIAN DECOMPOSITION OF A TIME SERIES

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