Pages that link to "Item:Q1135603"
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The following pages link to Signal extraction error in nonstationary time series (Q1135603):
Displaying 12 items.
- Large shocks vs. small shocks. (Or does size matter? May be so.) (Q291855) (← links)
- An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment (Q959305) (← links)
- Signal extraction and filtering by linear semiparametric methods (Q1020896) (← links)
- A note on minimum mean squared error estimation of signals with unit roots (Q1112522) (← links)
- Data revisions with moving average seasonal adjustment procedures (Q1145458) (← links)
- Sources of error in economic time series (Q1162433) (← links)
- Estimation error and the specification of unobserved component models (Q1806697) (← links)
- On the Model-Based Interpretation of Filters and the Reliability of Trend–Cycle Estimates (Q3615084) (← links)
- On Backshift-Operator polynomial transformations to stationarity for nonstationary time series and their aggregates (Q3690917) (← links)
- A PROTOTYPICAL SEASONAL ADJUSTMENT MODEL (Q3747570) (← links)
- IDENTIFICATION OF UNOBSERVED COMPONENTS MODELS (Q4203661) (← links)
- Prediction theory for autoregressivemoving average processes (Q5750234) (← links)
