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Frequency domain characteristics of linear operator to decompose a time series into the multi-components

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  • T. Higuchi

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  • T. Higuchi, 1991. "Frequency domain characteristics of linear operator to decompose a time series into the multi-components," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(3), pages 469-492, September.
    • Handle: RePEc:spr:aistmt:v:43:y:1991:i:3:p:469-492
    DOI: 10.1007/BF00053367
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    References listed on IDEAS

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    1. Gersch, Will & Kitagawa, Genshiro, 1983. "The Prediction of Time Series with Trends and Seasonalities," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(3), pages 253-264, July.
    2. Genshiro Kitagawa, 1981. "A Nonstationary Time Series Model And Its Fitting By A Recursive Filter," Journal of Time Series Analysis, Wiley Blackwell, vol. 2(2), pages 103-116, March.
    3. Makio Ishiguro, 1984. "Computationally Efficient Implementation Of A Bayesian Seasonal Adjustment Procedure," Journal of Time Series Analysis, Wiley Blackwell, vol. 5(4), pages 245-253, July.
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    Cited by:

    1. Higuchi, Tomoyuki, 1999. "Applications of quasi-periodic oscillation models to seasonal small count time series," Computational Statistics & Data Analysis, Elsevier, vol. 30(3), pages 281-301, May.

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