A smoothness priors–state space modeling of time series with trend and seasonality

Journal of the American Statistical Association

Volumn 79, Issue 386, 1984, Pages 378-389

  Kitagawa, Genshiro ^a   Gersch, Will ^b  

^a INSTITUTE OF STATISTICAL MATHEMATICS   (Japan)

^b UNIVERSITY OF HAWAII   (United States)

Author keywords

Bayesian modeling; Box Jenkins; Kalman filter; Likelihood; Seasonal adjustment; Smoothing; Trading day adjustment

Indexed keywords

EID: 84950428388     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1984.10478060     Document Type: Article

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