Time Series Analysis of Repeated Surveys: The State-space Approach

DOI10.1111/1467-9574.00164zbMath1075.62616OpenAlexW2080734334MaRDI QIDQ4469526

Moshe Feder

Publication date: 15 June 2004

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9574.00164

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (6)

An alternative derivation of the Kalman filter using the quasi-likelihood method ⋮ Estimation of the monthly unemployment rate for six domains through structural time series modelling with cointegrated trends ⋮ Seasonal adjustment of an aggregate series using univariate and multivariate basic structural models ⋮ A Bayesian approach to estimating agricultural yield based on multiple repeated surveys ⋮ Intervention analysis with state-space models to estimate discontinuities due to a survey redesign ⋮ Multivariate spatio-temporal models for high-dimensional areal data with application to longitudinal employer-household dynamics

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