An iterated parametric approach to nonstationary signal extraction

Computational Statistics and Data Analysis

Volumn 50, Issue 9, 2006, Pages 2206-2231

  McElroy, Tucker ^a   Sutcliffe, Andrew ^b  

^a U S CENSUS BUREAU   (United States)

^b AUSTRALIAN BUREAU OF STATISTICS   (Australia)

Author keywords

ARIMA component model; Nonstationary time series; Seasonal adjustment; Signal extraction; Wiener Kolmogorov filtering; X 11

Indexed keywords

DATA REDUCTION; FEATURE EXTRACTION; OPTIMAL CONTROL SYSTEMS; SIGNAL PROCESSING;

ARIMA COMPONENT MODEL; NONSTATIONARY TIME SERIES; SEASONAL ADJUSTMENT; SIGNAL EXTRACTION; WIENER-KOLMOGOROV FILTERING; X-11;

ITERATIVE METHODS;

EID: 33644647340     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2005.07.008     Document Type: Article

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