Uncertainty in Model-Based Seasonal Adjustment Procedures and Construction of Minimax Filters (Q3766677)
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scientific article; zbMATH DE number 4024577
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| English | Uncertainty in Model-Based Seasonal Adjustment Procedures and Construction of Minimax Filters |
scientific article; zbMATH DE number 4024577 |
Statements
1987
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signal extraction
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minimax estimates
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Unobserved component autoregressive integrated moving average models
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model-based seasonal adjustment procedures
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seasonal adjustment filters
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observationally equivalent models
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Bounds on the mean squared error
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linear filters
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robust seasonal adjustment filters
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minimax and minimum extraction filters
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Empirical results
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Uncertainty in Model-Based Seasonal Adjustment Procedures and Construction of Minimax Filters (English)
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0.8236750364303589
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0.7853164076805115
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0.7805700302124023
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0.7755398750305176
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0.7727835178375244
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