Pages that link to "Item:Q5859559"
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The following pages link to A SMOOTHING METHOD THAT LOOKS LIKE THE HODRICK–PRESCOTT FILTER (Q5859559):
Displaying 4 items.
- A robust-filtering method for noisy non-stationary multivariate time series with econometric applications (Q825334) (← links)
- TREND EXTRACTION FROM ECONOMIC TIME SERIES WITH MISSING OBSERVATIONS BY GENERALIZED HODRICK–PRESCOTT FILTERS (Q5081787) (← links)
- A pioneering study on discrete cosine transform (Q5093719) (← links)
- A unified perspective on some autocorrelation measures in different fields: a note (Q6049702) (← links)
