Band-limited component estimation in time-limited economic series

DOI10.1080/02664763.2013.801408OpenAlexW2011754647MaRDI QIDQ5129090

Laura Barbieri, Maria Grazia Zoia, Mario Faliva

Publication date: 26 October 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2013.801408

zbMATH Keywords

filter designeconomic seriesband-limited component estimationfrequency-domain modelingtime-domain modeling

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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