Trend estimation of financial time series (Q3103150): Difference between revisions

@@ Property / cites work @@
+Stochastic linear trends. Models and estimators
@@ Property / cites work: Stochastic linear trends. Models and estimators / rank @@
+Normal rank
@@ Property / cites work @@
+Low frequency filtering and real business cycles
@@ Property / cites work: Low frequency filtering and real business cycles / rank @@
+Normal rank
@@ Property / cites work @@
+Time series smoothing by penalized least squares
@@ Property / cites work: Time series smoothing by penalized least squares / rank @@
+Normal rank
@@ Property / cites work @@
+Semiparametric Regression
@@ Property / cites work: Semiparametric Regression / rank @@
+Normal rank
@@ Property / cites work @@
+Measuring business cycles in economic time series
@@ Property / cites work: Measuring business cycles in economic time series / rank @@
+Normal rank
@@ Property / cites work @@
+MATRIX FORMULAS FOR NONSTATIONARY ARIMA SIGNAL EXTRACTION
+Normal rank
@@ Property / cites work @@
+Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter
+Normal rank
@@ Property / cites work @@
+Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models
+Normal rank