scientific article; zbMATH DE number 2230348
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Publication:5708632
Kalman filteringnon-Gaussian modelsnonparametric spline regressionnonstationary time seriesprediction theoryseasonal adjustmentsimulationstate space modelsstochastic linear trendsunobserved component models
Research exposition (monographs, survey articles) pertaining to statistics (62-02) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics to economics (62P20) Economic time series analysis (91B84)
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