Introduction to the special issue on statistical signal extraction and filtering
type: Item
instance of: scholarly article
title: Introduction to the special issue on statistical signal extraction and filtering
zbMATH Open document ID: 1445.00018
published in: Computational Statistics and Data Analysis
publication date: 2008-12-11T00:00:00Z
Mathematics Subject Classification ID: 00B15
Mathematics Subject Classification ID: 62-06
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 5381671
zbMATH Keywords: statistical signal extraction
zbMATH Keywords: Kalman filtering
zbMATH Keywords: Wiener-Kolmogorov filtering
describes a project that uses: STAMP
describes a project that uses: CAPTAIN
MaRDI profile type: Publication
full work available at URL: j.csda.2005.07.009
OpenAlex ID: W2043665303
cites work: Estimation, filtering, and smoothing in state space models with incompletely specified initial conditions
cites work: A.N. Kolmogorov and natural science
cites work: Prediction theory for autoregressivemoving average processes
cites work: Norbert Wiener.
cites work: Q5778368
cites work: Exact Initial Kalman Filtering and Smoothing for Nonstationary Time Series Models
cites work: Trend estimation and de-trending via rational square-wave filters
cites work: Recursive estimation in econometrics
cites work: Q3790504
DOI: 10.1016/J.CSDA.2005.07.009
description: scientific article; zbMATH DE number 5381671