Estela Bee Dagum
Biographic Data
| ID | 8920646 |
|---|---|
| NAME | Estela Bee Dagum |
| GIVEN NAMES | Estela Bee |
| FAMILY NAME | Dagum |
| SIGNATURE | DAGUM E B |
| AFFILIATIONS | University of Bologna |
| VERIFIED | No |
| TOTAL WORKS | 5 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 5 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 1984 |
| LATEST PUBLICATION YEAR | 2015 |
| H-INDEX | 0 |
Time Series
The Henderson Smoother in Reproducing Kernel Hilbert Space
The Henderson smoother has been traditionally applied for trend-cycle estimation in the context of nonparametric seasonal adjustment software officially adopted by statistical agencies. This study introduces a Henderson third-order kernel representation by means of the reproducing kernel Hilbert space (RKHS) methodology. Two density functions and corresponding orthonormal polynomials have been calculated. Both are shown to give excellent represen…
Revisions of Trend-Cycle Estimators of Moving Average Seasonal Adjustment Methods
One of the main purposes of the seasonal adjustment of economic time series is to provide information on current economic conditions, particularly to determine the state of the cycle at which the economy stands. Since seasonal adjustment means removing seasonal variations, thus leaving a seasonally adjusted series consisting of trend cycle together with the irregular fluctuations, it is often very difficult to detect cyclical turning points for s…
[Issues Involved with the Seasonal Adjustment of Economic Time Series]
Estela Bee Dagum, Normand J. D. Laniel, [Issues Involved with the Seasonal Adjustment of Economic Time Series]: Comment, Journal of Business & Economic Statistics, Vol. 2, No. 4 (Oct., 1984), pp. 328-332
Basic Issues on the Seasonal Adjustment of the Canadian Consumer Price Index
This study is mainly concerned with basic issues that arise in connection with the seasonal: adjustment of the Canadian Consumer Price Index when used as a current indicator of inflation. It analyzes the seasonal characteristics of the series and evaluates whether a direct or an indirect adjustment is preferred from the viewpoint of the degree of smoothness of the monthly rate of change. The use of ARIMA extrapolations versus no ARIMA extrapolati…
No prominent works on this page.
[Issues Involved with the Seasonal Adjustment of Economic Time Series]
Estela Bee Dagum, Normand J. D. Laniel, [Issues Involved with the Seasonal Adjustment of Economic Time Series]: Comment, Journal of Business & Economic Statistics, Vol. 2, No. 4 (Oct., 1984), pp. 328-332
Basic Issues on the Seasonal Adjustment of the Canadian Consumer Price Index
This study is mainly concerned with basic issues that arise in connection with the seasonal: adjustment of the Canadian Consumer Price Index when used as a current indicator of inflation. It analyzes the seasonal characteristics of the series and evaluates whether a direct or an indirect adjustment is preferred from the viewpoint of the degree of smoothness of the monthly rate of change. The use of ARIMA extrapolations versus no ARIMA extrapolati…
Revisions of Trend-Cycle Estimators of Moving Average Seasonal Adjustment Methods
One of the main purposes of the seasonal adjustment of economic time series is to provide information on current economic conditions, particularly to determine the state of the cycle at which the economy stands. Since seasonal adjustment means removing seasonal variations, thus leaving a seasonally adjusted series consisting of trend cycle together with the irregular fluctuations, it is often very difficult to detect cyclical turning points for s…
The Henderson Smoother in Reproducing Kernel Hilbert Space
The Henderson smoother has been traditionally applied for trend-cycle estimation in the context of nonparametric seasonal adjustment software officially adopted by statistical agencies. This study introduces a Henderson third-order kernel representation by means of the reproducing kernel Hilbert space (RKHS) methodology. Two density functions and corresponding orthonormal polynomials have been calculated. Both are shown to give excellent represen…
Time Series
Econometrics (5 works) · Mathematics (5 works) · Statistics (5 works) · Seasonal adjustment (4 works) · Time series (4 works) · Autoregressive integrated moving average (3 works) · Economics (3 works) · Complex Systems and Time Series Analysis (2 works) · Computer Science (2 works) · Monetary Policy and Economic Impact (2 works)