Pages that link to "Item:Q825334"
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The following pages link to A robust-filtering method for noisy non-stationary multivariate time series with econometric applications (Q825334):
Displaying 4 items.
- Detecting factors of quadratic variation in the presence of market microstructure noise (Q825352) (← links)
- An omnibus noise filter (Q964661) (← links)
- A simple nonlinear filter for economic time series analysis. (Q1960370) (← links)
- A robust score-driven filter for multivariate time series (Q6176096) (← links)