Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter (Q1020898): Difference between revisions

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-.1016/j.csda.2007.08.001
@@ Property / DOI: 10.1016/j.csda.2007.08.001 / rank @@
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+https://doi.org/10.1016/j.csda.2007.08.001
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+Q5663204
@@ Property / cites work: Q5663204 / rank @@
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@@ Property / cites work @@
+Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models
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+Effects of the Hodrick-Prescott filter on trend and difference stationary time series
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+Exact formulas for the Hodrick-Prescott filter
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+Improved frequency selective filters
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+Econometric methods of signal extraction
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+New algorithms for dating the business cycle
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+Asymptotic behaviour of temporal aggregates of time series
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+TEMPORAL AGGREGATION IN THE ARIMA PROCESS
@@ Property / cites work: TEMPORAL AGGREGATION IN THE ARIMA PROCESS / rank @@
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@@ Property / DOI @@
+.1016/J.CSDA.2007.08.001
@@ Property / DOI: 10.1016/J.CSDA.2007.08.001 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1020898