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A NONSTATIONARY TIME SERIES MODEL AND ITS FITTING BY A RECURSIVE FILTER

✍ Scribed by Genshiro Kitagawa


Book ID
111039391
Publisher
John Wiley and Sons
Year
1981
Tongue
English
Weight
557 KB
Volume
2
Category
Article
ISSN
0143-9782

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A linear transformation and its properti
✍ Estela Bee Dagum; Alessandra Luati πŸ“‚ Article πŸ“… 2004 πŸ› Elsevier Science 🌐 English βš– 220 KB

The main purpose of this paper is to introduce a linear transformation, called t, and to derive its algebraic properties by means of permutation matrices that represent it. To demonstrate the importance of the t-transformation for the estimation of latent variables in time series decomposition, we