The inclusion of linear deterministic effects in a time series model is important to get an appropriate specification. Such effects may be due to calendar variation, outlying observations or interventions. This article proposes a two-step method for estimating an adjusted time series and the...

This paper compares five small area estimators. We use Monte Carlo simulation in the context of both artificial and real populations. In addition to the direct and indirect estimators, we consider the optimal composite estimator with population weights, and two composite estimators with...

The aim of this article is to show a simple way to construct asymptotic minimax lower bounds for risks based on different types of quadratic loss functions in semiparametric inference problems. For the sake of clarity, we consider the simple case of the state estimation of a dynamical system...

The aim of this article is to show a simple way to construct asymptotic minimax lower bounds for risks based on different types of quadratic loss functions in semiparametric inference problems. For the sake of clarity, we consider the simple case of the state estimation of a dynamical system...