On the dynamic structure of a seasonal component

DOI10.1016/0165-1889(89)90012-2MaRDI QIDQ921806zbMATH OpenOpenAlexFDO

Authors Agustín Maravall

Publication date 1989

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1889(89)90012-2

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 3727458 (Why is no real title available?)
• scientific article; zbMATH DE number 3742449 (Why is no real title available?)
• scientific article; zbMATH DE number 4185355 (Why is no real title available?)
• A Note on the Extraction of Components from Time Series
• A PROTOTYPICAL SEASONAL ADJUSTMENT MODEL
• An ARIMA-Model-Based Approach to Seasonal Adjustment
• Decomposition of Seasonal Time Series: A Model for the Census X-11 Program
• Errors in Variables and Seasonal Adjustment Procedures
• Notes on economic time series analysis: system theoretic perspectives
• Seasonal Adjustment by Signal Extraction

Cited in

(2)

• Trend-cycle detection as a filtering problem
• Stochastic linear trends. Models and estimators

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