scientific article; zbMATH DE number 1446720

MaRDI QIDQ4953890zbMATH OpenFDO

Authors D. Stephen G. Pollock

Publication date 14 May 2000

zbMATH Keywords

digital signal processingfrequency domaintime domaintime-series analysis

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cited in

(32)

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• Maximum likelihood estimation for non-minimum-phase noise transfer function with Gaussian mixture noise distribution
• Reconstruction of coupling architecture of neural field networks from vector time series
• Spectral filtering for trend estimation
• The multiple testing problem for Box-Pierce statistics
• Fourier analysis of time series. An introduction.
• Bilinear representation of non-stationary autoregressive time series
• On the least-squares fitting of data by sinusoids
• MATRIX FORMULAS FOR NONSTATIONARY ARIMA SIGNAL EXTRACTION
• scientific article; zbMATH DE number 3921783 (Why is no real title available?)
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• The perils of inferring serial dependence from sample autocorrelations of moving average series
• Wiener-Kolmogorov filtering, frequency-selective filtering, and polynomial regression
• Toeplitz matrices for LTI systems, an illustration of their application to Wiener filters and estimators
• Trends cycles and seasons: econometric methods of signal extraction
• Bilinear time series model as an alternative way of speaker modeling
• Singular Spectrum Analysis and Circulant Maximum Variance Frames
• Neural networks in stochastic mechanics.
• \kappa -Circulant Maximum Variance Bases
• Bayesian parameter estimation for Poisson AR model
• Exact formulas for the Hodrick-Prescott filter
• Estimating seemingly unrelated regression models with vector autoregressive disturbances
• Improved frequency selective filters
• Recursive estimation in econometrics
• New algorithms for dating the business cycle
• Econometric methods of signal extraction
• On the equivalence of time and frequency domain maximum likelihood estimation
• Realisations of finite-sample frequency-selective filters

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