SIGNAL EXTRACTION FOR NONSTATIONARY TIME-SERIES

被引:115
作者
BELL, W
机构
关键词
D O I
10.1214/aos/1176346512
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:646 / 664
页数:19
相关论文
共 26 条
[1]  
ANDERSON TW, 1971, STATISTICAL ANAL TIM
[2]  
BELL WR, 1980, THESIS U WISCONSIN M
[3]  
BELL WR, 1980, CENSUSSRDRR8201 US B
[4]  
Box G.E.P., 1976, TIME SERIES ANAL
[5]  
Brillinger D. R., 1975, TIME SERIES DATA ANA
[6]   SEASONAL ADJUSTMENT BY SIGNAL EXTRACTION [J].
BURMAN, JP .
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 1980, 143 :321-337
[7]  
Cleveland W.P., 1972, THESIS U WISCONSIN M
[8]   DECOMPOSITION OF SEASONAL TIME-SERIES - MODEL FOR CENSUS X-11 PROGRAM [J].
CLEVELAND, WP ;
TIAO, GC .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1976, 71 (355) :581-587
[9]  
FINDLEY DF, 1984, UNPUB COMMUN STATI A, V13
[10]  
FULLER WA, 1976, INTRO STATISTICAL TI