scientific article; zbMATH DE number 3856269

MaRDI QIDQ3324903zbMATH OpenFDO

Authors

Publication date 1980

zbMATH Keywords

approximate maximum likelihood methodsasymptotic normalityconsistencydetrendingdistributed-lag modelsempirical spectral densitiesforecastingfrequency domainirregular componentlinear regressionlow order ARMA modellingpay-off distributionspredictionresidual processseasonal adjustmentTime series analysistrendunobserved components modelupdating time series

Mathematics Subject Classification ID

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

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Cited in

(4)

• Unobserved components and time series econometrics
• 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

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