A Beveridge-Nelson smoother. (Q1978559)
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scientific article; zbMATH DE number 1454325
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Beveridge-Nelson smoother. |
scientific article; zbMATH DE number 1454325 |
Statements
A Beveridge-Nelson smoother. (English)
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4 June 2000
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Kalman filter and smoother
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Unobserved components
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Wiener-Kolmogorov filter
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Signal extraction
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Decomposition
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0.8171365857124329
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0.7838808298110962
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0.7709733247756958
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0.763749897480011
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