Measures of bias and variance for time series trend estimators are proposed based on the smoothing matrices associated to linear filters for signal extraction.
E.B. Dagum, A. Luati (2006). Smoothing matrices in time series short-term trend analysis: algebraic and statistical properties. PADOVA : Cleup.
Smoothing matrices in time series short-term trend analysis: algebraic and statistical properties
DAGUM, ESTELLE BEE;LUATI, ALESSANDRA
2006
Abstract
Measures of bias and variance for time series trend estimators are proposed based on the smoothing matrices associated to linear filters for signal extraction.File in questo prodotto:
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