Signal extraction and filtering by linear semiparametric methods (Q1020896): Difference between revisions

From MaRDI portal
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.csda.2007.08.005 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2043925991 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3993534 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation, filtering, and smoothing in state space models with incompletely specified initial conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computation of asymmetric signal extraction filters and mean squared error for ARIMA component models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric smoothing using state space techniques / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear dynamic harmonic regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5343942 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A practical guide to splines. / rank
 
Normal rank
Property / cites work
 
Property / cites work: The likelihood for a state space model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A cross-validation filter for time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smoothing and Interpolation with the State-Space Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: The diffuse Kalman filter / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fast likelihood evaluation and prediction for nonstationary state space models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling and smoothing unequally spaced sequence data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diagnosing Shocks in Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear Dynamic Recursive Estimation from the Viewpoint of Regresion Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2760417 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Decomposition of time series models in state-space form / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5689624 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Wiener–Kolmogorov Filtering and Smoothing for Multivariate Series With State–Space Structure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4315271 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Signal extraction and the formulation of unobserved components models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3998409 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Deriving the Inverse of a Sum of Matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: An ARIMA-Model-Based Approach to Seasonal Adjustment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Measuring business cycles in economic time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5605537 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A fast algorithm for signal extraction, influence and cross-validation in state space models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation, Prediction, and Interpolation for ARIMA Models with Missing Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Disturbance smoother for state space models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact Initial Kalman Filtering and Smoothing for Nonstationary Time Series Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computing observation weights for signal extraction and filtering / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forecasting daily time series using periodic unobserved components time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3280521 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5312885 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic linear trends. Models and estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: An iterated parametric approach to nonstationary signal extraction / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Properties of Exponentially Weighted Forecasts / rank
 
Normal rank
Property / cites work
 
Property / cites work: Recovery of inter-block information when block sizes are unequal / rank
 
Normal rank
Property / cites work
 
Property / cites work: Signal extraction error in nonstationary time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4953890 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Trend estimation and de-trending via rational square-wave filters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Improved frequency selective filters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to the special issue on statistical signal extraction and filtering / rank
 
Normal rank
Property / cites work
 
Property / cites work: Econometric methods of signal extraction / rank
 
Normal rank
Property / cites work
 
Property / cites work: LEAVE-<i>K</i> -OUT DIAGNOSTICS IN STATE-SPACE MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: New algorithms for dating the business cycle / rank
 
Normal rank
Property / cites work
 
Property / cites work: That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: A survey of spectral factorization methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Evaluation of likelihood functions for Gaussian signals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2760425 / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON THE PROBABILITY OF ESTIMATING A DETERMINISTIC COMPONENT IN THE LOCAL LEVEL MODEL / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robustness of maximum likelihood estimates for multi-step predictions: The exponential smoothing case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4194315 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Signal Extraction Approach to Nonlinear Regression and Spline Smoothing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian forecasting and dynamic models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3790504 / rank
 
Normal rank

Latest revision as of 15:26, 1 July 2024

scientific article
Language Label Description Also known as
English
Signal extraction and filtering by linear semiparametric methods
scientific article

    Statements

    Signal extraction and filtering by linear semiparametric methods (English)
    0 references
    0 references
    2 June 2009
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    linear mixed models
    0 references
    penalised least squares
    0 references
    state space models
    0 references
    smoothing
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references