On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series (Q3019740)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series |
scientific article; zbMATH DE number 5933854
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series |
scientific article; zbMATH DE number 5933854 |
Statements
On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series (English)
0 references
28 July 2011
0 references
continuous time processes
0 references
Hodrick-Prescott filter
0 references
interpolation
0 references
linear filtering
0 references
signal extraction
0 references
0 references
0.87560487
0 references
0.8754646
0 references
0.86276907
0 references
0.8548329
0 references
0.8542073
0 references
