scientific article; zbMATH DE number 2230348

zbMath1080.62058MaRDI QIDQ5708632

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Publication date: 18 November 2005

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zbMATH Keywords

simulationKalman filteringstate space modelsseasonal adjustmentnonstationary time seriesprediction theorynon-Gaussian modelsunobserved component modelsnonparametric spline regressionstochastic linear trends

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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