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Properties of predictors in overdifferenced nearly nonstationary autoregression
Peña, Daniel; Sánchez, Ismael - 1999 - 1. ed.
Persistent link: https://www.econbiz.de/10001375518
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Multifold predictive validation in ARMAX time series models
Peña, Daniel; Sánchez, Ismael - In: Journal of the American Statistical Association : JASA 100 (2005) 469, pp. 135-146
Persistent link: https://www.econbiz.de/10002703157
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An application of tramo-seats : changes in seasonality and current trend-cycle assessment ; the German retail trade turnover series
Kaiser, Regina; Maravall Herrero, Agustín - 2000
Persistent link: https://www.econbiz.de/10001514391
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Notes on time series analysis, ARIMA models and signal extraction
Kaiser, Regina; Maravall Herrero, Agustín - 2000
Persistent link: https://www.econbiz.de/10001514394
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Combining filter design with model-based filtering (with an application to business-cycle estimation)
Kaiser, Regina; Maravall Herrero, Agustín - 2004
Persistent link: https://www.econbiz.de/10002480809
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Combining filter design with model-based filtering (with an application to business-cycle estimation)
Kaiser, Regina; Maravall Herrero, Agustín - In: International journal of forecasting 21 (2005) 4, pp. 691-710
Persistent link: https://www.econbiz.de/10003150693
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Comments on "Combining filter design with model-based filtering"
Fernández Macho, Francisco Javier - In: International journal of forecasting 21 (2005) 4, pp. 711-715
Persistent link: https://www.econbiz.de/10003150694