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

DOI10.1111/J.1467-9892.1984.TB00387.XMaRDI QIDQ3685898zbMATH OpenOpenAlexFDO

Authors Corrado Corradi, Claudia Scarani

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

algorithmBayesian decomposition of a time seriesregularizationseasonal adjustment

Mathematics Subject Classification ID

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

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• IMPROVING THE COMPUTATIONAL EFFICIENCY OF THE BAYESIAN DECOMPOSITION OF A TIME SERIES: A COMMENT
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Cites work

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

Cited in

(4)

• Spectral decompositions of multiple time series: a Bayesian non-parametric approach
• COMPUTATIONALLY EFFICIENT IMPLEMENTATION OF A BAYESIAN SEASONAL ADJUSTMENT PROCEDURE
• IMPROVING THE COMPUTATIONAL EFFICIENCY OF THE BAYESIAN DECOMPOSITION OF A TIME SERIES: A COMMENT
• scientific article; zbMATH DE number 4184815 (Why is no real title available?)

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