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- W1683055710 abstract "Abstract Structural time series models are set up in terms of components, such as trends and cycles, which have a direct interpretation. Their statistical treatment is based on the state space form and the Kalman filter. Signal extraction is carried out by smoothing algorithms. Models may be constructed for multivariate series, and explanatory and intervention variables may be included. Nonlinear and non‐Gaussian models are handled using simulation techniques." @default.
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- W1683055710 date "2005-02-15" @default.
- W1683055710 modified "2023-09-29" @default.
- W1683055710 title "Structural Time Series Models" @default.
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- W1683055710 doi "https://doi.org/10.1002/0470011815.b2a12069" @default.
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