TY  - JOUR
AU  - Casals Carro, José
AU  - Sotoca López, Sonia
AU  - Jerez Méndez, Miguel
PY  - 2013
DO  - 10.1080/00949655.2013.867960
SN  - 1563-5163
UR  - https://hdl.handle.net/20.500.14352/34237
T2  - Journal of Statistical Computation and Simulation
AB  - We compare the results obtained by applying the same signal extraction procedures to two observationally equivalent state-space forms. The first model has different errors affecting the states and the observations, while the second has a single...
LA  - eng
M2  - 1053
PB  - Taylor & Francis
KW  - State-space model
KW  - Signal extraction
KW  - Seasonal adjustment
KW  - Kalman filter
KW  - Trend
TI  - Single and multiple error state-space models for signal extraction
TY  - journal article
VL  - 85
ER  -