Computation of asymmetric signal extraction filters and mean squared error for ARIMA component models

Journal of Time Series Analysis

Volumn 25, Issue 4, 2004, Pages 603-623

  Bell, William R ^a   Martin, Donald E K ^a,b  

^a U S CENSUS BUREAU   (United States)

^b HOWARD UNIVERSITY   (United States)

Author keywords

Linear filter; Linear projection; Seasonal adjustment

Indexed keywords

EID: 3042737898     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2004.01920.x     Document Type: Article

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