Stochastic level shifts and outliers and the dynamics of oil price movements
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- Tucker S. McElroy & Thomas M. Trimbur, 2012. "Signal extraction for nonstationary multivariate time series with illustrations for trend inflation," Finance and Economics Discussion Series 2012-45, Board of Governors of the Federal Reserve System (U.S.).
- Yu, Lean & Zhao, Yaqing & Tang, Ling & Yang, Zebin, 2019. "Online big data-driven oil consumption forecasting with Google trends," International Journal of Forecasting, Elsevier, vol. 35(1), pages 213-223.
- Cosentino, Valentina & Favuzza, Salvatore & Graditi, Giorgio & Ippolito, Mariano Giuseppe & Massaro, Fabio & Riva Sanseverino, Eleonora & Zizzo, Gaetano, 2012. "Smart renewable generation for an islanded system. Technical and economic issues of future scenarios," Energy, Elsevier, vol. 39(1), pages 196-204.
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Keywords
Band-pass filter Cycle Non-Gaussian Robust signal extraction Trend estimation Unobserved components;Statistics
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