SCOPUS 정보 검색 플랫폼

Volumn 2, Issue 2, 1981, Pages 103-116

A NONSTATIONARY TIME SERIES MODEL AND ITS FITTING BY A RECURSIVE FILTER

Author keywords

AIC; Kalman filter; Nonstationary time series; Seasonal adjustment; Square root filter smoother; Trend estimation

Indexed keywords

EID: 84986734550 PISSN: 01439782 EISSN: 14679892 Source Type: Journal
DOI: 10.1111/j.1467-9892.1981.tb00316.x Document Type: Article

Times cited : (73)

References (12)

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- (1973) Information Theory and an Extension of the Maximum Likelihood Principle , pp. 267-281
- Akaike, H.¹

2
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- Likelihood and the Bayes Procedure. A paper presented at the International Meeting on Bayesian Statistics, May 28–June 2, Valencia, Spain. To be published in Trabajos de Estadistica.
- (1979)
- Akaike, H.¹

3
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- Likelihood of a Model and Information Criteria. A paper presented at the Conference on Model Selection, April 18–21, Gainesville, Florida.
- (1980)
- Akaike, H.¹

4
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- Seasonal Adjustment by a Bayesian Modeling
- (1981) J. Time Series Anal , vol.1 , Issue.1 , pp. 1-13
- Akaike, H.¹

5
- 51249184138
- Trend Estimation with Missing Observations
- (1980) Ann. Inst. Statist. Math. , vol.32 , pp. 481-488
- Akaike, H.¹ Ishiguro, M.²

7
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- Extension of Square Root Filtering to Include Process Noise
- (1969) J.O.T.A. , vol.3-6 , pp. 444-458
- Dyer, P.¹ Mcreynolds, S.²

8
- 0015207267
- Discrete Square Root Filtering; A Survey of Current Techniques
- (1971) IEEE Transactions on Automatic Control , vol.16 , pp. 727-736
- Kaminski, P.G.¹ Bryson, A.E.² Schmidt, S.F.³

9
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- Changing Spectrum Estimation. Research Memo. No. 194, The Inst. Statist. Math., Tokyo.
- (1980)
- Kitagawa, G.¹

10
- 84986812264
- New Approach to Square Root Smoothers
- (1976) J. Society of Instrument and Contrcl Engineers , vol.13 , pp. 209-214
- Nishimura, T.¹

11
- 0342404846
- On the Order Determination of ARIMA Models
- (1977) Applied Statistics , vol.26 , Issue.3 , pp. 290-301
- Ozaki, T.¹

12
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- Maximum Likelihood Estimation of Linear Dynamic Systems
- (1965) AIAA Journal , vol.3-8 , pp. 1445-1450
- Rauch, H.E.¹ Tung, F.² Striebel, C.T.³

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.