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Deletion diagnostics for transformations of time series
Atkinson, Anthony C. - In: Journal of forecasting 15 (1996) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10001191686
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Kalman filtering and smoothing for model-based signal extraction that depend on time-varying spectra
Koopman, Siem Jan; Wong, Soon Yip - In: Journal of forecasting 30 (2011) 1, pp. 147-167
Persistent link: https://www.econbiz.de/10009233911
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A non-Gaussian generalization of the airline model for robust seasonal adjustment
Aston, John A. D.; Koopman, Siem Jan - In: Journal of forecasting 25 (2006) 5, pp. 325-349
Persistent link: https://www.econbiz.de/10003364184
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Deletion Diagnostics for Transformations of Time Series
Atkinson, A.C.; Shephard, N. - In: Journal of forecasting 15 (1996) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10006930625
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A non-Gaussian generalization of the Airline model for robust seasonal adjustment
Aston, John A.D.; Koopman, Siem Jan - In: Journal of forecasting 25 (2006) 5, pp. 325-350
Persistent link: https://www.econbiz.de/10007284958