Estimation error and the specification of unobserved component models
type: Item
instance of: scholarly article
title: Estimation error and the specification of unobserved component models
zbMATH Open document ID: 0951.62079
DOI: 10.1016/S0304-4076(98)00094-3
author: C. Planas
author: Agustín Maravall
published in: Journal of Econometrics
publication date: 2001-01-04T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1358169
zbMATH Keywords: unobserved component models
zbMATH Keywords: signal extraction
zbMATH Keywords: ARIMA models
zbMATH Keywords: identification
zbMATH Keywords: seasonal adjustment
zbMATH Keywords: estimation error
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1358169