scientific article; zbMATH DE number 3742449
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Publication:3928088
ARIMA modelsdistributed-lag modelspredictionseasonal adjustmentsignal extraction methodssimultaneous equations modelsunobserved-components models
Research exposition (monographs, survey articles) pertaining to statistics (62-02) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes and prediction (62M20) Applications of statistics to economics (62P20)
Cited in
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- Stochastic linear trends. Models and estimators
- A robust-filtering method for noisy non-stationary multivariate time series with econometric applications
- Measuring the degree of convergence among European business cycles
- The exact initial covariance matrix of the state vector of a general MA(q) process
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- On the dynamic structure of a seasonal component
- State space modeling of time series: A review essay
- An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment
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