A general structural model for decomposing time series and its analysis as a generalized regression model (Q3031815)
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scientific article; zbMATH DE number 4129863
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| English | A general structural model for decomposing time series and its analysis as a generalized regression model |
scientific article; zbMATH DE number 4129863 |
Statements
A general structural model for decomposing time series and its analysis as a generalized regression model (English)
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1989
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maximum likelihood estimators
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decomposing economic time series
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general structural model
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Kalman filter
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likelihood ratio test
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generalized regression model
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trend
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cycle
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season
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0.7940253019332886
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0.7786347270011902
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0.763188898563385
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