scientific article; zbMATH DE number 3856269

zbMATH Open0538.62097MaRDI QIDQ3324903FDOQ3324903

Authors

Publication date 1980

zbMATH Keywords

trendasymptotic normalitypredictionconsistencyforecastinglinear regressionseasonal adjustmentfrequency domainresidual processTime series analysisdetrendingunobserved components modelempirical spectral densitiesapproximate maximum likelihood methodsdistributed-lag modelsirregular componentlow order ARMA modellingpay-off distributionsupdating time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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Cited in

(4)

• Estimating Trend and Growth Rates in Seasonal Time Series
• scientific article; zbMATH DE number 639501 (Why is no real title available?)
• Predictability, real time estimation, and the formulation of unobserved components models
• Unobserved components and time series econometrics

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