Applications: The Surrogate Henderson Filters in X‐11

DOI10.1111/1467-842X.00187zbMATH Open1009.62577OpenAlexW2140348594MaRDI QIDQ4540802FDOQ4540802

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)

Cited In (6)

• Global and local statistical properties of fixed-length nonparametric smoothers
• Real time estimation in local polynomial regression, with application to trend-cycle analysis
• A new set of asymmetric filters for tracking the short-term trend in real-time
• Spectral filtering for trend estimation
• Monitoring the direction of the short-term trend of economic indicators
• A Unified View of Nonparametric Trend-Cycle Predictors Via Reproducing Kernel Hilbert Spaces

   Recommendations

• On supra-convergence of filters 👍 👎
• On the Legendre-based filters of Persson and Strang 👍 👎
• Title not available (Why is that?) 👍 👎
• The Filtering Equations Revisited 👍 👎
• Mixed H2/H∞ filtering 👍 👎
• Title not available (Why is that?) 👍 👎

This page was built for publication: Applications: The Surrogate Henderson Filters in X‐11

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4540802)