A Beveridge-Nelson smoother.
type: Item
instance of: scholarly article
title: A Beveridge-Nelson smoother.
zbMATH Open document ID: 1137.62369
DOI: 10.1016/S0165-1765(99)00276-1
author: Yanyan Li
published in: Economics Letters
publication date: 2000-06-04T00:00:00Z
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 1454325
zbMATH Keywords: Kalman filter and smoother
zbMATH Keywords: Unobserved components
zbMATH Keywords: Wiener-Kolmogorov filter
zbMATH Keywords: Signal extraction
zbMATH Keywords: Decomposition
MaRDI profile type: Publication
cites work: Signal extraction from nonstationary time series
cites work: Prediction theory for autoregressivemoving average processes
full work available at URL: s0165-1765(99)00276-1
OpenAlex ID: W2007943952
description: scientific article; zbMATH DE number 1454325