A SMOOTHNESS PRIORS STATE-SPACE MODELING OF TIME-SERIES WITH TREND AND SEASONALITY

被引:169
作者
KITAGAWA, G [1 ]
GERSCH, W [1 ]
机构
[1] UNIV HAWAII, DEPT INFORMAT & COMP SCI, HONOLULU, HI 96822 USA
关键词
D O I
10.2307/2288279
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:378 / 389
页数:12
相关论文
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