Signal extraction and the formulation of unobserved components models
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Publication:4762174
DOI10.1111/1368-423X.00040zbMath1018.62076OpenAlexW1976725905MaRDI QIDQ4762174
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Publication date: 8 September 2003
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1368-423x.00040
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)
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