The aim of this paper is to develop a model-based seasonal adjustment method which will yield the same decomposition …

decomposition of a time series into a trend, a seasonal component and an irregular component. It is shown that there exists a … regression formulation leading, as in the descriptive approach in Schlicht (1981), to a unique decomposition withouit having … the stochastic specification. The decomposition as well as predciction are illustrated by examples …

a local supermartingale with respect to any measure in ${\cal Q}$. The optional decomposition theorem for $X$ states …

We present a computer simulation study of spinodal decomposition with one of the two phases freezing in a glassy state …

found that in DLCA S(q, t) scales in a similar way as in the spinodal decomposition process. The exponents a′ and a″ that … from those corresponding to the spinodal decomposition exponents. Unlike in the DLCA case, the S(q, t) for RLCA neither …

queue lengths. In order to obtain this relaxation, we derive and exploit a new set of work decomposition laws for the …

activity and real returns. Using the model for a variance decomposition of unexpected returns, we find that, although we cannot …

seven irregular components. The decomposition and MAR model fitting were quite satisfactory. It enables us to understand … compared with the decomposition through sabl and the advantages of our procedure will be demonstrated in relations to other … parametric model fitting like ARCH or GARCH. Based on the decomposition we can have better daily prediction and more stable long …