On the Model-Based Interpretation of Filters and the Reliability of Trend–Cycle Estimates (Q3615084)
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scientific article; zbMATH DE number 5529886
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| English | On the Model-Based Interpretation of Filters and the Reliability of Trend–Cycle Estimates |
scientific article; zbMATH DE number 5529886 |
Statements
On the Model-Based Interpretation of Filters and the Reliability of Trend–Cycle Estimates (English)
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17 March 2009
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bandpass filters
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Kalman filter and smoother
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revisions
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signal extraction
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trend-cycle filters
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0.8304538130760193
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0.825028121471405
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0.8192888498306274
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0.8192888498306274
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