Sharp filters for short sequences

DOI10.1016/S0378-3758(02)00077-0zbMath1026.62097MaRDI QIDQ1873101

D. Stephen G. Pollock

Publication date: 19 May 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

rational filtersquare-wave filters

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Econometric methods of signal extraction

Cites Work

• Effects of the Hodrick-Prescott filter on trend and difference stationary time series
• Smoothing by spline functions.
• A PROTOTYPICAL SEASONAL ADJUSTMENT MODEL
• Efficient implementation of wilson's algorithm for factorizing a self-reciprocal polynomial
• Algorithm AS 175: Cramer-Wold Factorization
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Factorization of the Covariance Generating Function of a Pure Moving Average Process
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