Weights and robustness of model-based seasonal adjustment

Journal of Forecasting

Volumn 17, Issue 1, 1998, Pages 19-34

  Riani, Marco ^a  

^a UNIVERSITY OF PARMA   (Italy)

Author keywords

Basic structural model (BSM); Census X 11; Kalman filter; Seasonal adjustment; Signal extraction; Wiener Kolmogorov filter

Indexed keywords

KALMAN FILTERING; MATHEMATICAL MODELS; NUMERICAL ANALYSIS; ROBUSTNESS (CONTROL SYSTEMS); TIME SERIES ANALYSIS;

BASIC STRUCTURAL MODEL; SEASONAL ADJUSTMENT; WIENER-KOLMOGOROV FILTER;

FORECASTING;

EID: 0031653570     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-131X(199801)17:1<19::AID-FOR681>3.0.CO;2-Z     Document Type: Article

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