About model-based time series procedures: some remarks to TRAMO/SEATS and CENSUS X-12-ARIMA

zbMath1123.62320MaRDI QIDQ819388

Winfried Stier, Marc Wildi

Publication date: 28 March 2006

Published in: AStA. Allgemeines Statistisches Archiv (Search for Journal in Brave)

zbMATH Keywords

signal extractionmodel-misspecificationamplitude and time delay functionsasymmetric extraction filtersrevision error variance

Mathematics Subject Classification ID

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

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