Pages that link to "Item:Q795458"
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The following pages link to Signal extraction from nonstationary time series (Q795458):
Displaying 7 items.
- Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty: Formulations and empirical evaluation (Q5864442) (← links)
- Multistep ahead forecasting of vector time series (Q5864446) (← links)
- Quadratic prediction of time series via auto-cumulants (Q6123497) (← links)
- Signal smoothing for score-driven models: a linear approach (Q6552986) (← links)
- Estimating trends with percentage of smoothness chosen by the user (Q6574224) (← links)
- Multivariate Seasonal Adjustment, Economic Identities, and Seasonal Taxonomy (Q6616636) (← links)
- A coincident index for the state of the economy (Q6657952) (← links)