On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series (Q3019740)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series |
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On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series (English)
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28 July 2011
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continuous time processes
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Hodrick-Prescott filter
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interpolation
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linear filtering
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signal extraction
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