Feng, Yuanhua - In: Journal of Applied Statistics 40 (2013) 2, pp. 266-281
We propose a fast data-driven procedure for decomposing seasonal time series using the Berlin Method, the procedure used, e.g. by the German Federal Statistical Office in this context. The formula of the asymptotic optimal bandwidth <italic>h</italic> <sub>A</sub> is obtained. Methods for estimating the unknowns in <italic>h</italic> <sub>A</sub> are...
