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~isPartOf:"Applied economics"
~person:"Koopman, Siem Jan"
~subject:"State space model"
~subject:"Time series analysis"
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State space model
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Kalman filter
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Saisonale Schwankungen
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Seasonal component
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Seasonal variations
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Theorie
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Koopman, Siem Jan
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Applied economics
Discussion paper / Tinbergen Institute
69
Tinbergen Institute Discussion Paper
7
International journal of forecasting
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Tinbergen Institute Discussion Papers
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Journal of applied econometrics
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Oxford statistical science series
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Monographs of official statistics : papers and proceedings of the Third Eurostat Colloquium on Modern Tools for Business Cycle Analysis ; statistical methods and business cycle analysis of the Euro zone
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Practical econometrics
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State space and unobserved component models : theory and applications
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Suntory Toyota International Centre for Economics and Related Disciplines
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The review of economics and statistics
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Tinbergen Institute Discussion Paper 10-104/DSF 2
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Tinbergen Institute Discussion Paper 14-118/III
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Tinbergen Institute Discussion Paper 2018-027/III
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Modelling trigonometric seasonal components for monthly economic time series
Hindrayanto, Irma
;
Aston, John A. D.
;
Koopman, Siem Jan
; …
- In:
Applied economics
45
(
2013
)
19/21
,
pp. 3024-3034
Persistent link: https://www.econbiz.de/10010192327
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