COMPUTATIONALLY EFFICIENT IMPLEMENTATION OF A BAYESIAN SEASONAL ADJUSTMENT PROCEDURE

DOI10.1111/j.1467-9892.1984.tb00390.xzbMath0568.65100OpenAlexW1984600573MaRDI QIDQ3685153

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

zbMATH Keywords

time seriesBayesian inferenceseasonal adjustmentHouseholder transformationleast square problem

Mathematics Subject Classification ID

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

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Frequency domain characteristics of linear operator to decompose a time series into the multi-components

Cites Work

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