A Wiener–Kolmogorov Filter for Seasonal Adjustment and the Cholesky Decomposition of a Toeplitz Matrix
- Submitting institution
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The University of Leicester
- Unit of assessment
- 17 - Business and Management Studies
- Output identifier
- 2342
- Type
- U - Working paper
- Platform
- SSRN
- Month of publication
- December
- Year of publication
- 2020
- URL
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https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3743076
- Supplementary information
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https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3743076
- Request cross-referral to
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- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- No
- Number of additional authors
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1
- Research group(s)
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-
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- -
- Author contribution statement
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- Non-English
- No
- English abstract
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