A robust-filtering method for noisy non-stationary multivariate time series with econometric applications (Q825334)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust-filtering method for noisy non-stationary multivariate time series with econometric applications |
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A robust-filtering method for noisy non-stationary multivariate time series with econometric applications (English)
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17 December 2021
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noisy non-stationary time series
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errors-variables models
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trend-cycle
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seasonality and noise
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robust-filtering
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SIML
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Fourier-inversion
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real-valued orthogonal process
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Müller-Watson method
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macro-economic data in Japan
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