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Finite approximations to linear filters and the monitoring of revisions

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Authors and Affiliations

  1. Eurostat, L-2920 Luxembourg and Institute for Systems, Informatics and Safety, Joint Research Centre of European Commission, 1-21020, Ispra, Italy

    Raoul Depoutot & Christophe Planas

Authors
  1. Raoul Depoutot
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  2. Christophe Planas
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Additional information

This paper was written within the framework of a study on Seasonal Adjustment methods, conducted for Eurostat (contract nr. 6663002 to the second author). The ideas expressed here are the authors’ and do not necessarily reflect the positions of Eurostat and of Joint Research Centre. Thanks are due to the Members of Eurostat’s internal task-force on Seasonal Adjustment for their remarks and suggestions.

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Depoutot, R., Planas, C. Finite approximations to linear filters and the monitoring of revisions. Computational Statistics 15, 25–30 (2000). https://doi.org/10.1007/s001800050033

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