A systems approach to recursive economic forecasting and seasonal adjustment (Q1823836)
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English | A systems approach to recursive economic forecasting and seasonal adjustment |
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A systems approach to recursive economic forecasting and seasonal adjustment (English)
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1989
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recursive approach
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adaptive modelling
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forecasting
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nonstationary economic time-series
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sequential spectral decomposition
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recursive state- space smoothing
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identification
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estimation
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maximum likelihood estimation
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