Uncertainty in model based seasonal adjustment procedures : bounds on mean square error and construction of minimax filters
Mark W. Watson
| Year of publication: |
1984
|
|---|---|
| Authors: | Watson, Mark W. |
| Publisher: |
Cambridge/Mass. |
| Subject: | Statistik Zeitreihe | Zeitreihenanalyse | Time series analysis | Saisonale Schwankungen | Seasonal variations | Schätztheorie | Estimation theory | Risiko | Risk |
| Extent: | 27 S |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002973401