Adjustment of Provisional Mortality Series: The Dynamic Linear Model with Structured Measurement Errors
暂定死亡率序列的调整:含结构化测量误差的动态线性模型
The authors "consider the problem of adjusting provisional time series using a bivariate structural model with correlated measurement errors. Maximum likelihood estimators and a minimum mean squared error adjustment procedure are derived for a provisional and final series containing common trend and seasonal components. The model also includes measurement errors common to both series and errors that are specific to the provisional series. [The authors] illustrate the…