Decomposition of a state-space model with inputs

DOI10.1080/00949650902850573zbMath1230.62116OpenAlexW1985914655MaRDI QIDQ3012674

Sonia Sotoca, José Casals, Miguel Jerez

Publication date: 6 July 2011

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650902850573

zbMATH Keywords

seasonal adjustmentstate-spacesignal extractiontime series decompositionLydia Pinkham

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

Related Items (1)

Nonparametric Decomposition of Time Series Data with Inputs

Uses Software

• E4

Cites Work

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• STATIONARY AND NON-STATIONARY STATE SPACE MODELS
• An Exact Multivariate Model-Based Structural Decomposition

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