Recursive and en-bloc approaches to signal extraction

DOI10.1080/02664769922692MaRDI QIDQ4935568zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

FIS algorithmsfixed interval smoothingregularizationsignal extractionsmoothing filters

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Inference from stochastic processes (62M99) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cites work

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Cited in

(19)

• Statistical signal extraction using stable processes
• Signal extraction and filtering by linear semiparametric methods
• Linear dynamic harmonic regression
• Bicoid signal extraction: another powerful approach
• Regularization aspects in continuous-time model identification
• Using recursive algorithms for the efficient identification of smoothing spline ANOVA models
• Editorial: The third special issue on statistical signal extraction and filtering
• Forecasting continuous-time processes with applications to signal extraction
• Kalman filtering and smoothing for model-based signal extraction that depend on time-varying spectra
• Identification of non-linear stochastic systems by state dependent parameter estimation
• Non-linear system modelling based on non-parametric identification and linear wavelet estimation of SDP models
• Signal extraction and the formulation of unobserved components models
• scientific article; zbMATH DE number 1917622 (Why is no real title available?)
• A review of some modern approaches to the problem of trend extraction
• Single and multiple error state-space models for signal extraction
• Prediction error identification of linear systems: a nonparametric Gaussian regression approach
• Estimating trends with percentage of smoothness chosen by the user
• Econometric methods of signal extraction
• Time-dependent frequency domain principal components analysis of multichannel non-stationary signals

Describes a project that uses

Uses Software

• STAMP
• KernSmooth

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