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Publication:2906613
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zbMath1260.91190MaRDI QIDQ2906613

Estela Bee Dagum, Alessandra Luati

Publication date: 5 September 2012


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.


Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)


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Optimal real-time filters for linear prediction problems ⋮ A new set of asymmetric filters for tracking the short-term trend in real-time ⋮ Spectral filtering for trend estimation ⋮ Casting vector time series: algorithms for forecasting, imputation, and signal extraction




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