Filters for Short Nonstationary Sequences
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- McElroy, Tucker & Sutcliffe, Andrew, 2006. "An iterated parametric approach to nonstationary signal extraction," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2206-2231, May.
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"Statistical Fourier Analysis: Clarifications and Interpretations,"
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More about this item
KeywordsSignal extraction; Linear Filtering; Frequency-domain analysis; Trend estimation;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2000-11-14 (Econometrics)
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