Signal extraction and filtering by linear semiparametric methods
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Publication:1020896
DOI10.1016/j.csda.2007.08.005zbMath1452.62698MaRDI QIDQ1020896
Publication date: 2 June 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2007.08.005
62P20: Applications of statistics to economics
62-08: Computational methods for problems pertaining to statistics
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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Uses Software
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