An Exact Multivariate Model-Based Structural Decomposition
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Publication:4468407
DOI10.1198/016214502760047087zbMath1073.62552OpenAlexW2010672673MaRDI QIDQ4468407
Sonia Sotoca, José Casals, Miguel Jerez
Publication date: 10 June 2004
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://eprints.ucm.es/id/eprint/29230/1/0006.pdf
Related Items (6)
Trend–Cycle Decompositions with Correlated Components ⋮ Unit roots and cointegration modelling through a family of flexible information criteria ⋮ From general state-space to VARMAX models ⋮ Decomposition of a state-space model with inputs ⋮ Single and multiple error state-space models for signal extraction ⋮ Linear dynamic harmonic regression
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