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Kalman filtering and smoothing for model-based signal extraction that depend on time-varying spectra
Koopman, Siem Jan
;
Wong, Soon Yip
- In:
Journal of forecasting
30
(
2011
)
1
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pp. 147-167
Persistent link: https://www.econbiz.de/10009233911
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A non-Gaussian generalization of the airline model for robust seasonal adjustment
Aston, John A. D.
;
Koopman, Siem Jan
- In:
Journal of forecasting
25
(
2006
)
5
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pp. 325-349
Persistent link: https://www.econbiz.de/10003364184
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A non-Gaussian generalization of the Airline model for robust seasonal adjustment
Aston, John A.D.
;
Koopman, Siem Jan
- In:
Journal of forecasting
25
(
2006
)
5
,
pp. 325-350
Persistent link: https://www.econbiz.de/10007284958
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