Some consideration of decomposition of a time series

DOI10.1093/BIOMET/65.3.497zbMath0397.62064OpenAlexW1979770367MaRDI QIDQ4181138

Steven C. Hillmer, George C. Tiao

Publication date: 1978

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/65.3.497

zbMATH Keywords

Canonical DecompositionTime SeriesAutoregressive-Moving Average ModelCovariance Generating FunctionSmoothing SplineSymmetric Moving Average Filter

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Related Items (4)

Sources of error in economic time series ⋮ Stochastic linear trends. Models and estimators ⋮ Estimation error and the specification of unobserved component models ⋮ Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals

This page was built for publication: Some consideration of decomposition of a time series