Recursive and en-bloc approaches to signal extraction
From MaRDI portal
Publication:4935568
DOI10.1080/02664769922692zbMath0947.62060OpenAlexW2036612402WikidataQ107617976 ScholiaQ107617976MaRDI QIDQ4935568
Diego J. Pedregal, Peter C. Young
Publication date: 31 October 2000
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664769922692
Inference from stochastic processes and prediction (62M20) Inference from stochastic processes (62M99) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
Related Items (8)
Non-linear system modelling based on non-parametric identification and linear wavelet estimation of SDP models ⋮ A Review of Some Modern Approaches to the Problem of Trend Extraction ⋮ Prediction error identification of linear systems: a nonparametric Gaussian regression approach ⋮ Time-dependent frequency domain principal components analysis of multichannel non-stationary signals ⋮ Regularization aspects in continuous-time model identification ⋮ Using recursive algorithms for the efficient identification of smoothing spline ANOVA models ⋮ Linear dynamic harmonic regression ⋮ Identification of non-linear stochastic systems by state dependent parameter estimation
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Seasonal Adjustment by Signal Extraction
- Stochastic linear trends. Models and estimators
- Signal extraction from nonstationary time series
- Recursive estimation and time-series analysis. An introduction
- Bayesian forecasting and dynamic models
- A systems approach to recursive economic forecasting and seasonal adjustment
- An ARIMA-Model-Based Approach to Seasonal Adjustment
- SEASONAL ADJUSTMENT BY A BAYESIAN MODELING
- Evaluation of likelihood functions for Gaussian signals
This page was built for publication: Recursive and en-bloc approaches to signal extraction
