Signal Extraction for Non‐Stationary Multivariate Time Series with Illustrations for Trend Inflation (Q5177972)
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scientific article; zbMATH DE number 6412986
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Signal Extraction for Non‐Stationary Multivariate Time Series with Illustrations for Trend Inflation |
scientific article; zbMATH DE number 6412986 |
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Signal Extraction for Non‐Stationary Multivariate Time Series with Illustrations for Trend Inflation (English)
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9 March 2015
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co-integration
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common trends
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filters
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multivariate models
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stochastic trends
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unobserved components
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