Recursive and en-bloc approaches to signal extraction
DOI10.1080/02664769922692zbMATH Open0947.62060OpenAlexW2036612402WikidataQ107617976 ScholiaQ107617976MaRDI QIDQ4935568FDOQ4935568
Authors: Diego J. Pedregal, Peter Young 
Publication date: 31 October 2000
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664769922692
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Cites Work
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Cited In (19)
- Non-linear system modelling based on non-parametric identification and linear wavelet estimation of SDP models
- Econometric methods of signal extraction
- Signal extraction and the formulation of unobserved components models
- Prediction error identification of linear systems: a nonparametric Gaussian regression approach
- Estimating trends with percentage of smoothness chosen by the user
- Identification of non-linear stochastic systems by state dependent parameter estimation
- Using recursive algorithms for the efficient identification of smoothing spline ANOVA models
- Regularization aspects in continuous-time model identification
- Title not available (Why is that?)
- Linear dynamic harmonic regression
- Editorial: The third special issue on statistical signal extraction and filtering
- Statistical signal extraction using stable processes
- Kalman filtering and smoothing for model-based signal extraction that depend on time-varying spectra
- Single and multiple error state-space models for signal extraction
- Time-dependent frequency domain principal components analysis of multichannel non-stationary signals
- Signal extraction and filtering by linear semiparametric methods
- A review of some modern approaches to the problem of trend extraction
- Forecasting continuous-time processes with applications to signal extraction
- Bicoid signal extraction: another powerful approach
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