Non-Gaussian seasonal adjustment (Q1822876)
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scientific article; zbMATH DE number 4113797
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Non-Gaussian seasonal adjustment |
scientific article; zbMATH DE number 4113797 |
Statements
Non-Gaussian seasonal adjustment (English)
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1989
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trend
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seasonality
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smoothness prior model
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stochastic linear difference equation
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non-Gaussian distributions
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white noise input
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observational noise
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outliers
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seasonal time series
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structural changes
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filtering
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smoothing
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non-Gaussian state space model
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Gaussian mixture approximation
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Numerical examples
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0.8652796149253845
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0.8115085363388062
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0.7866367697715759
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0.7866122126579285
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