Time series analysis for repeated surveys

DOI10.1080/03610919208813055zbMath0775.62008OpenAlexW1981863035MaRDI QIDQ4038794

No author found.

Publication date: 26 May 1993

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919208813055

zbMATH Keywords

estimationtime seriesKalman filterstate space modelssample surveys

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sampling theory, sample surveys (62D05)

Related Items (2)

Estimation of the monthly unemployment rate for six domains through structural time series modelling with cointegrated trends ⋮ Intervention analysis with state-space models to estimate discontinuities due to a survey redesign

Uses Software

• AS 154

Cites Work

• Unnamed Item
• Estimation, filtering, and smoothing in state space models with incompletely specified initial conditions
• Benchmarking of Economic Time Series
• Algorithm AS 154: An Algorithm for Exact Maximum Likelihood Estimation of Autoregressive-Moving Average Models by Means of Kalman Filtering
• Analysis of Repeated Surveys Using Time Series Methods
• The Application of Time Series Methods to the Analysis of Repeated Surveys

This page was built for publication: Time series analysis for repeated surveys