Pages that link to "Item:Q5080160"
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The following pages link to A Review of Some Modern Approaches to the Problem of Trend Extraction (Q5080160):
Displaying 8 items.
- Optimal real-time filters for linear prediction problems (Q1695675) (← links)
- Signal extraction for nonstationary time series with diverse sampling rules (Q1695679) (← links)
- Multiscale fluctuation features of the dynamic correlation between bivariate time series (Q1793209) (← links)
- Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density (Q2084060) (← links)
- MULTIFRACTAL CROSS-CORRELATION ANALYSIS BETWEEN CARBON SPOT AND FUTURES MARKETS CONSIDERING ASYMMETRIC CONDUCTION EFFECT (Q5025317) (← links)
- On Singular Spectrum Analysis And Stepwise Time Series Reconstruction (Q5111778) (← links)
- Data-driven local polynomial for the trend and its derivatives in economic time series (Q5114484) (← links)
- Decomposition of dynamical signals into jumps, oscillatory patterns, and possible outliers (Q6161993) (← links)
