scientific article; zbMATH DE number 2075209

zbMath1042.62088MaRDI QIDQ4469686

Erhard Reschenhofer, Lakdere Benkherouf

Publication date: 15 June 2004

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

zbMATH Keywords

model selection criteriaHodrick-Prescott filternonparametric spectral density estimationpenalized least squares estimators

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)

This page was built for publication: