Browsing Modellering og dataanalyse by Author "Cheng, Wai Choi Derek"
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Non-Stationary Mixed-Frequency Variables in Time Series Models: A New Design ApproachRestricted Access Cheng, Wai Choi Derek (Master thesis / Masteroppgave, 2013)Mixed-frequency variables may encounter problems of non-guaranteed steady-state in time-variant state-space system during temporal disaggregation, forecasting or nowcasting. The instability of state-space system directly ...