COMPUTATIONALLY EFFICIENT IMPLEMENTATION OF A BAYESIAN SEASONAL ADJUSTMENT PROCEDURE

DOI10.1111/J.1467-9892.1984.TB00390.XzbMATH Open0568.65100OpenAlexW1984600573MaRDI QIDQ3685153FDOQ3685153

Authors: Makio Ishiguro 

Publication date: 1984

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1984.tb00390.x

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zbMATH Keywords

Bayesian inferencetime seriesseasonal adjustmentHouseholder transformationleast square problem

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Cites Work

• Numerical methods for solving linear least squares problems
• A NONSTATIONARY TIME SERIES MODEL AND ITS FITTING BY A RECURSIVE FILTER
• A Bayesian approach to binary response curve estimation

Cited In (2)

• A NOTE ON THE COMPUTATION OF THE BAYESIAN DECOMPOSITION OF A TIME SERIES
• Frequency domain characteristics of linear operator to decompose a time series into the multi-components

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