scientific article

zbMath0725.62083MaRDI QIDQ3999341

Publication date: 17 September 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

prediction estimation smoothing model selection Kalman filter testing state space models residuals stochastic trend explanatory variables multivariate models numerical illustrations structural time series models stochastic cycle social time series STAMP-program Structural Time series Analyser, Modeller and Predictor

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

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