The Beveridge-Nelson Decomposition: A Different Perspective with New Results (Q4939814)
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scientific article; zbMATH DE number 1408765
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| English | The Beveridge-Nelson Decomposition: A Different Perspective with New Results |
scientific article; zbMATH DE number 1408765 |
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The Beveridge-Nelson Decomposition: A Different Perspective with New Results (English)
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1 March 2000
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Kalman filter
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signal extraction
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Beveridge-Nelson decomposition
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seasonal ARIMA models
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Wiener-Kolmogorov filter
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0.894429087638855
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0.8412528038024902
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0.8366604447364807
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0.8366604447364807
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0.8300737738609314
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