scientific article; zbMATH DE number 722166

MaRDI QIDQ4323014zbMATH OpenFDO

Authors Monica Bad Dumitrescu

Publication date 29 March 1995

zbMATH Keywords

ARIMA (1,1,2) processestimationforecastingnon-overlapping surveysrepeated surveystime series analysis

Mathematics Subject Classification ID

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

Recommendations

• Time Series Analysis of Repeated Surveys: The State-space Approach
• Analysis of Repeated Surveys Using a Dynamic Linear Model
• Repeated surveys and the Kalman filter
• The stabilisation of model parameter estimates from repeated surveys with rare observations
• A Kalman filter model for single and two-stage repeated surveys

Cited in

(8)

• A bridging model to reconcile statistics based on data from multiple surveys
• The stabilisation of model parameter estimates from repeated surveys with rare observations
• Analysis of Repeated Surveys Using a Dynamic Linear Model
• Time Series Analysis of Repeated Surveys: The State-space Approach
• Rotation Patterns and Trend Estimation for Repeated Surveys Using Rotation Group Estimates
• Custom epoch estimation for surveys
• A Kalman filter model for single and two-stage repeated surveys
• Intervention analysis with state-space models to estimate discontinuities due to a survey redesign

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