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An iterated parametric approach to nonstationary signal extraction - MaRDI portal

An iterated parametric approach to nonstationary signal extraction (Q959309)

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scientific article; zbMATH DE number 5381675
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An iterated parametric approach to nonstationary signal extraction
scientific article; zbMATH DE number 5381675

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    An iterated parametric approach to nonstationary signal extraction (English)
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    11 December 2008
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    ARIMA component model
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    nonstationary time series
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    seasonal adjustment
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    signal extraction
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    Wiener-Kolmogorov filtering
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    X-11
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