Continuous time extraction of a nonstationary signal with illustrations in continuous low-pass and band-pass filtering
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- Tucker McElroy, 2013. "Forecasting continuous-time processes with applications to signal extraction," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(3), pages 439-456, June.
More about this item
KeywordsTime-series analysis ; Econometrics;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-02-16 (All new papers)
- NEP-ECM-2008-02-16 (Econometrics)
- NEP-ETS-2008-02-16 (Econometric Time Series)
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