Publication:5708632
From MaRDI portal
zbMath1080.62058MaRDI QIDQ5708632
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Publication date: 18 November 2005
simulation; Kalman filtering; state space models; seasonal adjustment; nonstationary time series; prediction theory; non-Gaussian models; unobserved component models; nonparametric spline regression; stochastic linear trends
62P20: Applications of statistics to economics
62M20: Inference from stochastic processes and prediction
62G08: Nonparametric regression and quantile regression
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
91B84: Economic time series analysis
62-02: Research exposition (monographs, survey articles) pertaining to statistics
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