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- Tue Dec 03, 2013 6:26 am
- Forum: Estimation
- Topic: Decomposition of a time series using the Kalman Filter
- Replies: 1
- Views: 1933
Decomposition of a time series using the Kalman Filter
I am new to this topic, and I need a guide to help me in the decomposition of statistical series in a cyclical , trend and irregular component.