Instant Trend-Seasonal Decomposition of Time Series with Splines
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More about this item
KeywordsPenalized splines; Mixed model; Varying coecient; Correlated remainder;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-12-06 (All new papers)
- NEP-ECM-2012-12-06 (Econometrics)
- NEP-ETS-2012-12-06 (Econometric Time Series)
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