Finite sample revision variances for ARIMA model-based signal extraction
Year of publication: |
2006 ; 2006 edition
|
---|---|
Other Persons: | McElroy, Tucker (contributor) ; Gagnon, Richard (contributor) |
Institutions: | European Commission / Statistical Office of the European Communities (issuing body) |
Publisher: |
Luxembourg : Publications Office |
Subject: | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model | Prognoseverfahren | Forecasting model | Stichprobenerhebung | Sampling | Schätztheorie | Estimation theory |
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