Editorial: 2nd special issue on statistical signal extraction and filtering

DOI10.1016/j.csda.2007.08.004zbMath1452.00027OpenAlexW2088669567MaRDI QIDQ1020884

No author found.

Publication date: 2 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.08.004

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Collections of articles of miscellaneous specific interest (00B15)

Related Items (2)

Editorial: The third special issue on statistical signal extraction and filtering ⋮ Editorial: Special issue on statistical and computational methods in finance

Uses Software

• LASS

Cites Work

• Introduction to the special issue on statistical signal extraction and filtering
• Unobserved component models with asymmetric conditional variances
• An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment
• Time patterns in UK demand for alcohol and tobacco: an application of the EM algorithm
• An iterated parametric approach to nonstationary signal extraction
• Decomposition of time series models in state-space form
• Bayesian analysis of the stochastic conditional duration model
• Econometric methods of signal extraction
• Bootstrap prediction for returns and volatilities in GARCH models
• Repeated median and hybrid filters
• Time-dependent frequency domain principal components analysis of multichannel non-stationary signals
• Unobserved heterogeneity in panel time series models
• Multivariate denoising using wavelets and principal component analysis
• Wavelet-based bootstrapping of spatial patterns on a finite lattice
• Dimension reduction in functional regression with applications
• LASS: a tool for the local analysis of self-similarity
• A novel HMM-based clustering algorithm for the analysis of gene expression time-course data
• Signal extraction for simulated games with a large number of players
• Learning and approximate inference in dynamic hierarchical models
• A new fusion formula and its application to continuous-time linear systems with multisensor environment
• Hidden Markov random field models for TCA image analysis
• Optimal multilinear estimation of a random vector under constraints of causality and limited memory
• Discrimination of locally stationary time series using wavelets
• A unifying framework for analysing common cyclical features in cointegrated time series
• Regional business cycles in Italy
• Multivariate modelling of long memory processes with common components
• Signal extraction and filtering by linear semiparametric methods
• Efficient computation for Whittaker-Henderson smoothing
• Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter
• Linear dynamic harmonic regression
• A Bayesian analysis of moving average processes with time-varying parameters
• Two approximation methods to synthesize the power spectrum of fractional Gaussian noise
• On the robust detection of edges in time series filtering

This page was built for publication: Editorial: 2nd special issue on statistical signal extraction and filtering