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Seasonal adjustment of Arima series
Brewer, K. R. W. - In: Economie appliquée : archives de l'Institut de … 32 (1979) 1, pp. 7-22
Persistent link: https://www.econbiz.de/10001951765
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Application of Kalman-Filter technique for optimal use of time-series information in dynamic optimization problems
Vishwakarma, Keshav P. - 1970 - Vervielf.
Persistent link: https://www.econbiz.de/10001572994
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Some further properties of the Liviatan's consistent estimator in a distributed lag model
Gupta, Y. P. - 1968 - Vervielf.
Persistent link: https://www.econbiz.de/10001574628
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Der Trend
Nicolas, Marcel - 1934
Persistent link: https://www.econbiz.de/10001463034
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Nonlinear three stage least squares pooling of cross dection and average time series data
Jorgenson, Dale W.; Stoker, Thomas M. - 1982
Persistent link: https://www.econbiz.de/10001531709
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Robust methods for arima models
Martin, R. Douglas; Samarov, Alexander - 1981
Persistent link: https://www.econbiz.de/10001532940
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Computer programs for spectral analysis of economic time series
Karreman, H. F. - 1963
Persistent link: https://www.econbiz.de/10001533574
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On the measurement of seasonal variations
Kukkonen, Pertti - 1963
Persistent link: https://www.econbiz.de/10001539588
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Statistical analysis of stationary time series
Grenander, Ulf; Rosenblatt, Murray - 1956
Persistent link: https://www.econbiz.de/10001387614
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Statistische Analyse und Vorhersage bei ökonomischen Zeitreihen
Bode, Bernd - 1979
Persistent link: https://www.econbiz.de/10001375273