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An introduction to applications of wavelet benchmarking with seasonal adjustment

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  • Homesh Sayal
  • John A. D. Aston
  • Duncan Elliott
  • Hernando Ombao

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  • Homesh Sayal & John A. D. Aston & Duncan Elliott & Hernando Ombao, 2017. "An introduction to applications of wavelet benchmarking with seasonal adjustment," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 180(3), pages 863-889, June.
    • Handle: RePEc:bla:jorssa:v:180:y:2017:i:3:p:863-889
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    File URL: http://hdl.handle.net/10.1111/rssa.12241
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    References listed on IDEAS

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    1. Fryzlewicz, Piotr, 2007. "Unbalanced Haar technique for nonparametric function estimation," LSE Research Online Documents on Economics 25216, London School of Economics and Political Science, LSE Library.
    2. Fryzlewicz, Piotr, 2007. "Unbalanced Haar Technique for Nonparametric Function Estimation," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 1318-1327, December.
    3. Durbin, James & Koopman, Siem Jan, 2012. "Time Series Analysis by State Space Methods," OUP Catalogue, Oxford University Press, edition 2, number 9780199641178, Decembrie.
    4. G. P. Nason & R. Von Sachs & G. Kroisandt, 2000. "Wavelet processes and adaptive estimation of the evolutionary wavelet spectrum," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(2), pages 271-292.
    5. J. Durbin & B. Quenneville, 1997. "Benchmarking by State Space Models," International Statistical Review, International Statistical Institute, vol. 65(1), pages 23-48, April.
    6. B. Quenneville & F. Picard & S. Fortier, 2013. "Calendarization with interpolating splines and state space models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 62(3), pages 371-399, May.
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