Optimal real-time filters for linear prediction problems
Year of publication: |
2016
|
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Authors: | Wildi, Marc ; McElroy, Tucker |
Published in: |
Journal of time series econometrics. - Berlin : De Gruyter, ISSN 1941-1928, ZDB-ID 2493596-7. - Vol. 8.2016, 2, p. 155-192
|
Subject: | frequency domain | seasonality | time series | trends | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Prognoseverfahren | Forecasting model | Saisonale Schwankungen | Seasonal variations | Saisonkomponente | Seasonal component |
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