scientific article; zbMATH DE number 3750129

MaRDI QIDQ3935330zbMATH OpenFDO

Authors Estela Bee Dagum

Publication date 1981

zbMATH Keywords

additive decomposition modellogarithmic transformationmean absolute extrapolation erroroverdifferencingtesting randomness

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

Cited in

(11)

• A simple test for stable seasonality
• A nonparametric method for asymmetrically extending signal extraction filters
• Trend-cycle detection as a filtering problem
• A note on the statistical properties of nonparametric trend estimators by means of smoothing matrices
• Trend-seasonal decomposition of time series as whittaker-henderson graduation
• A new look at an old problem: Finding temporal patterns in homicide series-the Canadian case
• Recursive and en-bloc approaches to signal extraction
• Time series modeling and decomposition
• The finite sample performance of two methods for choosing a power transformation when seasonally adjusting a time series with X-13ARIMA-SEATS
• On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing
• Real time estimation in local polynomial regression, with application to trend-cycle analysis

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