Improved frequency selective filters

DOI10.1016/S0167-9473(02)00228-1zbMath1429.62423MaRDI QIDQ951867

D. Stephen G. Pollock

Publication date: 4 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(02)00228-1

zbMATH Keywords

linear filtering; filter design; signal extraction; trend estimation; frequency-domain analysis

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

Related Items

Recursive estimation in econometrics, Second special issue on computational econometrics, Econometric methods of signal extraction, Time-dependent frequency domain principal components analysis of multichannel non-stationary signals, Regional business cycles in Italy, Signal extraction and filtering by linear semiparametric methods, Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter

Uses Software

• SsfPack

Cites Work

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