A Beveridge-Nelson smoother. (Q1978559)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Beveridge-Nelson smoother. |
scientific article |
Statements
A Beveridge-Nelson smoother. (English)
0 references
4 June 2000
0 references
Kalman filter and smoother
0 references
Unobserved components
0 references
Wiener-Kolmogorov filter
0 references
Signal extraction
0 references
Decomposition
0 references
