Pages that link to "Item:Q1020898"
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The following pages link to Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter (Q1020898):
Displaying 10 items.
- Temporal aggregation of cyclical models with business cycle applications (Q257475) (← links)
- The volatility structure of the fixed income market under the HJM framework: a nonlinear filtering approach (Q961403) (← links)
- Editorial: 2nd special issue on statistical signal extraction and filtering (Q1020884) (← links)
- Effects of the Hodrick-Prescott filter on trend and difference stationary time series (Q1349593) (← links)
- Detrending time-aggregated data (Q1928709) (← links)
- Computing the mean square error of unobserved components extracted by misspecified time series models (Q2271628) (← links)
- Trend filtering via empirical mode decompositions (Q2361188) (← links)
- Trend estimation of financial time series (Q3103150) (← links)
- Temporal disaggregation of economic time series: The view from the trenches (Q6147723) (← links)
- Estimating trends with percentage of smoothness chosen by the user (Q6574224) (← links)
