The following pages link to (Q4953890):
Displaying 32 items.
- Exact formulas for the Hodrick-Prescott filter (Q73810) (← links)
- The perils of inferring serial dependence from sample autocorrelations of moving average series (Q452867) (← links)
- Estimating seemingly unrelated regression models with vector autoregressive disturbances (Q951434) (← links)
- Improved frequency selective filters (Q951867) (← links)
- Recursive estimation in econometrics (Q956735) (← links)
- New algorithms for dating the business cycle (Q957217) (← links)
- Econometric methods of signal extraction (Q959313) (← links)
- On the equivalence of time and frequency domain maximum likelihood estimation (Q983924) (← links)
- Realisations of finite-sample frequency-selective filters (Q999011) (← links)
- Signal extraction and filtering by linear semiparametric methods (Q1020896) (← links)
- The empirical likelihood method applied to covariance matrix estimation (Q1048855) (← links)
- Cycles, syllogisms and semantics: examining the idea of spurious cycles (Q1695653) (← links)
- Trend estimation and de-trending via rational square-wave filters (Q1841191) (← links)
- Sharp filters for short sequences (Q1873101) (← links)
- Maximum likelihood estimation for non-minimum-phase noise transfer function with Gaussian mixture noise distribution (Q2059327) (← links)
- Reconstruction of coupling architecture of neural field networks from vector time series (Q2205779) (← links)
- Spectral filtering for trend estimation (Q2341888) (← links)
- The multiple testing problem for Box-Pierce statistics (Q2452104) (← links)
- Fourier analysis of time series. An introduction. (Q2784321) (← links)
- Bilinear Representation of Non-stationary Autoregressive Time Series (Q2950478) (← links)
- On the Least-Squares Fitting of Data by Sinusoids (Q2958622) (← links)
- MATRIX FORMULAS FOR NONSTATIONARY ARIMA SIGNAL EXTRACTION (Q3632407) (← links)
- (Q3696349) (← links)
- (Q4306650) (← links)
- WIENER–KOLMOGOROV FILTERING, FREQUENCY-SELECTIVE FILTERING, AND POLYNOMIAL REGRESSION (Q4562556) (← links)
- Toeplitz matrices for LTI systems, an illustration of their application to Wiener filters and estimators (Q4638216) (← links)
- Trends cycles and seasons: Econometric methods of signal extraction (Q5034248) (← links)
- Bilinear Time Series Model as an Alternative Way of Speaker Modeling (Q5259781) (← links)
- Singular Spectrum Analysis and Circulant Maximum Variance Frames (Q5887324) (← links)
- Neural networks in stochastic mechanics. (Q5957108) (← links)
- $$\kappa $$-Circulant Maximum Variance Bases (Q6488137) (← links)
- Bayesian parameter estimation for Poisson AR model (Q6630467) (← links)
