The Foreman Lecture: the State Space Approach to Time Series Analysis and its Potential for Official Statistics (with Discussion)

DOI10.1111/1467-842X.00104zbMath0972.62076OpenAlexW2098888793MaRDI QIDQ4949639

Publication date: 19 July 2000

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-842x.00104

zbMATH Keywords

time series state space approach EWMA model

Mathematics Subject Classification ID

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

Uses Software

SsfPack

This page was built for publication: The Foreman Lecture: the State Space Approach to Time Series Analysis and its Potential for Official Statistics (with Discussion)