Linear dynamic harmonic regression

DOI10.1016/j.csda.2007.07.008zbMath1452.62622OpenAlexW2059155430MaRDI QIDQ1020902

Antonio García-Ferrer, Marcos Bujosa, Peter C. Young

Publication date: 2 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1885/49895

zbMATH Keywords

ordinary least squaresdynamic harmonic regressionspectral fittingunobserved component models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (4)

From general state-space to VARMAX models ⋮ Estimating the system order by subspace methods ⋮ Editorial: 2nd special issue on statistical signal extraction and filtering ⋮ Signal extraction and filtering by linear semiparametric methods

Uses Software

• STAMP
• TRAMO

Cites Work

• Seasonal Adjustment by Signal Extraction
• Stochastic linear trends. Models and estimators
• Signal extraction from nonstationary time series
• Recursive estimation in econometrics
• An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment
• Econometric methods of signal extraction
• Bayesian forecasting and dynamic models
• A systems approach to recursive economic forecasting and seasonal adjustment
• An ARIMA-Model-Based Approach to Seasonal Adjustment
• SEASONAL ADJUSTMENT BY A BAYESIAN MODELING
• An Exact Multivariate Model-Based Structural Decomposition
• Recursive and en-bloc approaches to signal extraction
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Linear dynamic harmonic regression