IMPROVING THE COMPUTATIONAL EFFICIENCY OF THE BAYESIAN DECOMPOSITION OF A TIME SERIES: A COMMENT

DOI10.1111/J.1467-9892.1987.TB00427.XzbMath0614.65150OpenAlexW2137205171MaRDI QIDQ4721621

Corrado Corradi, Claudia Scarani

Publication date: 1987

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1987.tb00427.x

zbMATH Keywords

time seriesseasonal adjustmentBayesian decompositionband Cholesky factorization

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• SEASONAL ADJUSTMENT BY A BAYESIAN MODELING

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