The trilemma between accuracy, timeliness and smoothness in real-time signal extraction
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DOI: 10.1016/j.ijforecast.2019.03.008
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- McElroy, Tucker S. & Wildi, Marc, 2020. "The Multivariate Linear Prediction Problem: Model-Based and Direct Filtering Solutions," Econometrics and Statistics, Elsevier, vol. 14(C), pages 112-130.
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Keywords
Concurrent Filters; Frequency Domain; Pass-Band; Phase Delay; Trends;All these keywords.
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