Seasonal adjustment of an aggregate series using univariate and multivariate basic structural models
type: Item
instance of: scholarly article
title: Seasonal adjustment of an aggregate series using univariate and multivariate basic structural models
zbMATH Open document ID: None
DOI: 10.1080/15598608.2011.10412023
author: Carole L. Birrell
author: David G. Steel
author: Yan-Xia Lin
published in: Journal of Statistical Theory and Practice
publication date: 2012-09-15T00:00:00Z
full work available at URL: https://ro.uow.edu.au/cssmwp/48
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 6082939
zbMATH Keywords: aggregate series
zbMATH Keywords: time series
zbMATH Keywords: univariate basic structural models
zbMATH Keywords: multivariate basic structural models
describes a project that uses: SsfPack
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W2118640767
cites work: Seasonal Adjustment by Signal Extraction
cites work: Time series analysis by state space methods
cites work: Time Series Analysis of Repeated Surveys: The State-space Approach
cites work: Analysis and Generalisation of a Multivariate Exponential Smoothing Model
cites work: Fast filtering and smoothing for multivariate state space models
cites work: Statistical algorithms for models in state space using SsfPack 2.2
cites work: Modeling Financial Time Series with S-PLUS®
description: scientific article; zbMATH DE number 6082939