Introduction to the special issue on statistical signal extraction and filtering

DOI10.1016/j.csda.2005.07.009zbMath1445.00018OpenAlexW2043665303MaRDI QIDQ959301

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Publication date: 11 December 2008

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

Full work available at URL: https://doi.org/10.1016/j.csda.2005.07.009

zbMATH Keywords

Kalman filteringWiener-Kolmogorov filteringstatistical signal extraction

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Collections of articles of miscellaneous specific interest (00B15)

Related Items (4)

Editorial: The third special issue on statistical signal extraction and filtering ⋮ Editorial: 2nd special issue on statistical signal extraction and filtering ⋮ Signal extraction and filtering by linear semiparametric methods ⋮ Wavelet analysis of stock returns and aggregate economic activity

Uses Software

• STAMP
• CAPTAIN

Cites Work

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• Recursive estimation in econometrics
• Estimation, filtering, and smoothing in state space models with incompletely specified initial conditions
• Trend estimation and de-trending via rational square-wave filters
• Exact Initial Kalman Filtering and Smoothing for Nonstationary Time Series Models
• A.N. Kolmogorov and natural science
• Prediction theory for autoregressivemoving average processes

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