Computation of asymmetric signal extraction filters and mean squared error for ARIMA component models (Q4677033)
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scientific article; zbMATH DE number 2169605
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| English | Computation of asymmetric signal extraction filters and mean squared error for ARIMA component models |
scientific article; zbMATH DE number 2169605 |
Statements
Computation of asymmetric signal extraction filters and mean squared error for ARIMA component models (English)
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20 May 2005
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seasonal ajustment
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linear filter
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linear projection
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0.8955004
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0.84205836
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