A NOTE ON MINIMUM MEAN SQUARED ERROR ESTIMATION OF SIGNALS WITH UNIT ROOTS

被引：5

作者：

MARAVALL, A

机构：

来源：

关键词：

D O I：

10.1016/0165-1889(88)90057-7

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：589 / 593

页数：5

共 6 条

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[2] SEASONAL ADJUSTMENT BY SIGNAL EXTRACTION [J].

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TIAO, GC .

[4] AN ARIMA-MODEL-BASED APPROACH TO SEASONAL ADJUSTMENT [J].

HILLMER, SC ;

TIAO, GC .

[5] SIGNAL EXTRACTION ERROR IN NONSTATIONARY TIME-SERIES [J].

PIERCE, DA .

[6]

Whittle Peter, 1963, PREDICTION REGULATIO