Time Series Analysis of Repeated Surveys: The State-space Approach

DOI10.1111/1467-9574.00164MaRDI QIDQ4469526zbMATH OpenOpenAlexFDO

Authors Moshe Feder

Publication date 15 June 2004

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9574.00164

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• Seasonal adjustment of an aggregate series using univariate and multivariate basic structural models
• A Bayesian approach to estimating agricultural yield based on multiple repeated surveys
• The Foreman Lecture: the State Space Approach to Time Series Analysis and its Potential for Official Statistics (with Discussion)
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• Measuring Discontinuities in Time Series Obtained with Repeated Sample Surveys
• Multivariate spatio-temporal survey fusion with application to the American community survey and local area unemployment statistics
• An alternative derivation of the Kalman filter using the quasi-likelihood method
• Intervention analysis with state-space models to estimate discontinuities due to a survey redesign

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