Applications: The Surrogate Henderson Filters in X‐11

DOI10.1111/1467-842X.00187MaRDI QIDQ4540802zbMATHOpenAlexFDO

Authors Mike Doherty

Publication date 28 July 2002

Published in Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-842x.00187

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(6)

• Monitoring the direction of the short-term trend of economic indicators
• A new set of asymmetric filters for tracking the short-term trend in real-time
• Global and local statistical properties of fixed-length nonparametric smoothers
• Real time estimation in local polynomial regression, with application to trend-cycle analysis
• Spectral filtering for trend estimation
• A unified view of nonparametric trend-cycle predictors via reproducing kernel Hilbert spaces

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