Signal extraction and filtering by linear semiparametric methods
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Publication:1020896
DOI10.1016/j.csda.2007.08.005zbMath1452.62698OpenAlexW2043925991MaRDI QIDQ1020896
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.2007.08.005
Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Uses Software
Cites Work
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