Measures of bias and variance for time series trend estimators are proposed based on the smoothing matrices associated to linear filters for signal extraction.
Smoothing matrices in time series short-term trend analysis: algebraic and statistical properties / E.B. Dagum; A. Luati. - STAMPA. - (2006), pp. 195-198. (Intervento presentato al convegno XLIII Riunione Scientifica della Società Italiana di Statistica tenutosi a Torino nel 14-16 giugno 2006).
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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