Observable trend-projecting state-space models

DOI10.1080/02664760120034117zbMath0992.62102OpenAlexW1976452401MaRDI QIDQ4540870

E. J. Godolphin

Publication date: 28 July 2002

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760120034117

zbMATH Keywords

agricultural sales data

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (4)

Decomposition of time series models in state-space form ⋮ Feedback quality adjustment with Bayesian state‐space models ⋮ Posterior mean and variance approximation for regression and time series problems ⋮ On the Evaluation of the Information Matrix for Multiplicative Seasonal Time-Series Models

Cites Work

• Bayesian forecasting and dynamic models.
• Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes
• Diagnosing Shocks in Time Series
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