BEVERIDGE-NELSON-TYPE TRENDS FOR I(2) AND SOME SEASONAL MODELS (Q4881705)
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scientific article; zbMATH DE number 887336
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BEVERIDGE-NELSON-TYPE TRENDS FOR I(2) AND SOME SEASONAL MODELS |
scientific article; zbMATH DE number 887336 |
Statements
BEVERIDGE-NELSON-TYPE TRENDS FOR I(2) AND SOME SEASONAL MODELS (English)
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28 October 1996
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exponential smoothing
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integrated processes
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seasonal ARIMA models
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trend estimation
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decomposition
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time series
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stochastic growth rates
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component series
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industrial production data
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