A robust-filtering method for noisy non-stationary multivariate time series with econometric applications (Q825334)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7447486
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A robust-filtering method for noisy non-stationary multivariate time series with econometric applications |
scientific article; zbMATH DE number 7447486 |
Statements
A robust-filtering method for noisy non-stationary multivariate time series with econometric applications (English)
0 references
17 December 2021
0 references
noisy non-stationary time series
0 references
errors-variables models
0 references
trend-cycle
0 references
seasonality and noise
0 references
robust-filtering
0 references
SIML
0 references
Fourier-inversion
0 references
real-valued orthogonal process
0 references
Müller-Watson method
0 references
macro-economic data in Japan
0 references
0 references
0.7963365316390991
0 references
0.7449434399604797
0 references
