A NOTE ON THE COMPUTATION OF THE BAYESIAN DECOMPOSITION OF A TIME SERIES

DOI10.1111/J.1467-9892.1984.TB00387.XzbMath0569.62079OpenAlexW2140559426MaRDI QIDQ3685898

Claudia Scarani, Corrado Corradi

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.tb00387.x

zbMATH Keywords

algorithmregularizationseasonal adjustmentBayesian decomposition of a time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• Trend estimation with missing observations
• Fast givens rotations for orthogonal similarity transformations
• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• Algorithms for the regularization of ill-conditioned least squares problems
• A Practical Examination of Some Numerical Methods for Linear Discrete Ill-Posed Problems

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