An omnibus noise filter
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Publication:964661
DOI10.1007/s00180-008-0139-3zbMath1198.62126OpenAlexW2124195599MaRDI QIDQ964661
Publication date: 22 April 2010
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-008-0139-3
Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
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- Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation
- Co-Integration and Error Correction: Representation, Estimation, and Testing
- Semiparametric fractional cointegration analysis
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