Optimal signal extraction with correlated components
Tucker S. McElroy and Agustin Maravall
| Year of publication: |
2014
|
|---|---|
| Authors: | McElroy, Tucker ; Maravall Herrero, AgustÃn |
| Published in: |
Journal of time series econometrics. - Berlin : De Gruyter, ISSN 1941-1928, ZDB-ID 2493596-7. - Vol. 6.2014, 2, p. 237-273
|
| Subject: | ARIMA | nonstationary | seasonality | time series | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Saisonale Schwankungen | Seasonal variations | ARMA-Modell | ARMA model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | 10.1515/jtse-2013-0016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010401113