Benchmarking by state space models

International Statistical Review

Volumn 65, Issue 1, 1997, Pages 23-48

  Durbin, J ^a   Quenneville, B ^b  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

^b STATISTICS CANADA   (Canada)

Author keywords

Kalman Filter; Posterior mode estimation; Seasonality; Smoothing; Structural time series models; Survey error; Trading day; Trend

Indexed keywords

EID: 0031518452     PISSN: 03067734     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1751-5823.1997.tb00366.x     Document Type: Article

References (11)

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