Estimation error and the specification of unobserved component models (Q1806697)

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scientific article; zbMATH DE number 1358169
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English
Estimation error and the specification of unobserved component models
scientific article; zbMATH DE number 1358169

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    Estimation error and the specification of unobserved component models (English)
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    4 January 2001
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    unobserved component models
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    signal extraction
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    ARIMA models
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    identification
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    seasonal adjustment
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    estimation error
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