A Note on Kalman Filtering for the Seasonal Moving Average Model
本文证明，对于无缺失观测的纯季节性移动平均模型，利用Ansley（1979）的结果应用卡尔曼滤波可大幅节省计算量。
We show that if we apply the Kalman filter to a pure seasonal moving average model with no missing observations, then, by using a result of Ansley (1979), we can obtain significant computational savings.