Title of article

Diagnosing seasonal shifts in time series using state space models

Author/Authors

Jeremy Penzer، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2006

Pages

18

From page

193

To page

210

Keywords

OUTLIERS , State space form , Seasonal breaks , Kalman filter smoother , Structural breaks

Journal title

Statistical Methodology

Serial Year

2006

Journal title

Statistical Methodology

Record number

292953