Linear dynamic harmonic regression
DOI10.1016/J.CSDA.2007.07.008zbMATH Open1452.62622OpenAlexW2059155430MaRDI QIDQ1020902FDOQ1020902
Authors: Marcos Bujosa, Antonio García-Ferrer, Peter Young 
Publication date: 2 June 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1885/49895
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Cites Work
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- An ARIMA-Model-Based Approach to Seasonal Adjustment
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- Recursive estimation in econometrics
- Recursive and en-bloc approaches to signal extraction
- SEASONAL ADJUSTMENT BY A BAYESIAN MODELING
- Stochastic linear trends. Models and estimators
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- A systems approach to recursive economic forecasting and seasonal adjustment
- An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment
- Econometric methods of signal extraction
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Cited In (7)
- From general state-space to VARMAX models
- Estimation of harmonic component in regression with cyclically dependent errors
- Predicting Recessions with Factor Linear Dynamic Harmonic Regressions
- Editorial: 2nd special issue on statistical signal extraction and filtering
- Estimating the system order by subspace methods
- Signal extraction and filtering by linear semiparametric methods
- Harmonic regression and scale stability
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