Trend-cycle detection as a filtering problem
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Publication:3598311
DOI10.1007/BF02589022zbMath1446.62253MaRDI QIDQ3598311
Publication date: 3 February 2009
Published in: Journal of the Italian Statistical Society (Search for Journal in Brave)
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
Cites Work
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- On the dynamic structure of a seasonal component
- A note on minimum mean squared error estimation of signals with unit roots
- Correlation theory of stationary and related random functions. Volume II: Supplementary notes and references
- A PROTOTYPICAL SEASONAL ADJUSTMENT MODEL
- SEASONAL ADJUSTMENT BY A BAYESIAN MODELING
- The Estimation of a Changing Seasonal Pattern
- Measurement of a wandering signal amid noise
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