Non-Gaussian seasonal adjustment
type: Item
instance of: scholarly article
title: Non-Gaussian seasonal adjustment
zbMATH Open document ID: 0679.62070
DOI: 10.1016/0898-1221(89)90103-X
publication date: 1989-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 4113797
zbMATH Keywords: trend
zbMATH Keywords: seasonality
zbMATH Keywords: smoothness prior model
zbMATH Keywords: stochastic linear difference equation
zbMATH Keywords: non-Gaussian distributions
zbMATH Keywords: white noise input
zbMATH Keywords: observational noise
zbMATH Keywords: outliers
zbMATH Keywords: seasonal time series
zbMATH Keywords: structural changes
zbMATH Keywords: filtering
zbMATH Keywords: smoothing
zbMATH Keywords: non-Gaussian state space model
zbMATH Keywords: Gaussian mixture approximation
zbMATH Keywords: Numerical examples
author: Genshiro Kitagawa
MaRDI profile type: Publication
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cites work: Q5670067
cites work: Recursive Bayesian estimation using Gaussian sums
published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 4113797