Finite approximations to linear filters and the monitoring of revisions

DOI10.1007/S001800050033zbMath0953.62101OpenAlexW2046245670MaRDI QIDQ1584172

Raoul Depoutot, Christophe Planas

Publication date: 1 November 2000

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001800050033

zbMATH Keywords

time seriesseasonal adjustmentsignal extractionfinite approximationsrevisionsX11-method

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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