Browsing Department of Pure Mathematics and Mathematical Statistics (DPMMS) by Subject "structural time series"

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  • An introduction to applications of wavelet benchmarking with seasonal adjustment 

    Sayal, Homesh; Aston, John A. D.; Elliott, Duncan (WileyJournal of the Royal Statistical Society: Series A (Statistics in Society), 2016-11-05)
    Before adjustment, low and high frequency data sets from national accounts are frequently inconsistent. Benchmarking is the procedure used by economic agencies to make such data sets consistent. It typically involves ...