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Structural time series models and aggregation: some analytical results - MaRDI portal

Structural time series models and aggregation: some analytical results (Q4979112)

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scientific article; zbMATH DE number 6304787
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Structural time series models and aggregation: some analytical results
scientific article; zbMATH DE number 6304787

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    Structural time series models and aggregation: some analytical results (English)
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    16 June 2014
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    unobserved components processes
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    aggregation
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    local linear trend
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    ARIMA
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