Improved frequency selective filters

DOI10.1016/S0167-9473(02)00228-1zbMath1429.62423OpenAlexW3124141542MaRDI QIDQ951867

D. Stephen G. Pollock

Publication date: 4 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(02)00228-1

zbMATH Keywords

linear filteringfilter designsignal extractiontrend estimationfrequency-domain analysis

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Related Items (7)

Recursive estimation in econometrics ⋮ Second special issue on computational econometrics ⋮ Econometric methods of signal extraction ⋮ Time-dependent frequency domain principal components analysis of multichannel non-stationary signals ⋮ Regional business cycles in Italy ⋮ Signal extraction and filtering by linear semiparametric methods ⋮ Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter

Uses Software

• SsfPack

Cites Work

• Seasonal Adjustment by Signal Extraction
• Estimation, filtering, and smoothing in state space models with incompletely specified initial conditions
• The diffuse Kalman filter
• Measuring business cycles in economic time series
• Smoothing by spline functions.
• Efficient implementation of wilson's algorithm for factorizing a self-reciprocal polynomial
• Algorithm AS 175: Cramer-Wold Factorization
• Factorization of the Covariance Generating Function of a Pure Moving Average Process
• Linear Statistical Inference and its Applications
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Improved frequency selective filters