Pages that link to "Item:Q3956271"
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The following pages link to A NONSTATIONARY TIME SERIES MODEL AND ITS FITTING BY A RECURSIVE FILTER (Q3956271):
Displaying 21 items.
- Smoothness priors transfer function estimation (Q909631) (← links)
- State space modeling of time series: A review essay (Q921819) (← links)
- Exploring the dynamics of dyadic interactions via hierarchical segmentation (Q985442) (← links)
- Time-varying parameter auto-regressive models for autocovariance nonstationary time series (Q1042928) (← links)
- Frequency domain characteristics of linear operator to decompose a time series into the multi-components (Q1206608) (← links)
- Detecting shocks: Outliers and breaks in time series (Q1371379) (← links)
- Non-Gaussian seasonal adjustment (Q1822876) (← links)
- A systems approach to recursive economic forecasting and seasonal adjustment (Q1823836) (← links)
- An application of a two-level non-Gaussian state-space model in the analysis of longitudinal papilloma count data (Q2489572) (← links)
- A general structural model for decomposing time series and its analysis as a generalized regression model (Q3031815) (← links)
- A new state-space methodology to disaggregate multivariate time series (Q3077643) (← links)
- Identification of non-linear stochastic systems by state dependent parameter estimation (Q3151515) (← links)
- COMPUTATIONALLY EFFICIENT IMPLEMENTATION OF A BAYESIAN SEASONAL ADJUSTMENT PROCEDURE (Q3685153) (← links)
- Analytical uses of Kalman filtering in econometrics — A survey (Q3777293) (← links)
- Applicability of Kalman filtering theory to identification of time series with non-stationary covariance structures (Q3826464) (← links)
- INITIALIZING THE KALMAN FILTER FOR NONSTATIONARY TIME SERIES MODELS (Q3985815) (← links)
- Dynamic Bayesian Ratemaking: A Markov Chain Approximation Approach (Q5165009) (← links)
- Prediction theory for autoregressivemoving average processes (Q5750234) (← links)
- Detecting seasonal unit roots in a structural time series model (Q5901231) (← links)
- Detecting seasonal unit roots in a structural time series model (Q5901232) (← links)
- Diffuse Kalman filtering with linear constraints on the state parameters (Q6089145) (← links)
