Linear dynamic harmonic regression
From MaRDI portal
Publication:1020902
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
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
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
