Improved frequency selective filters

DOI10.1016/S0167-9473(02)00228-1MaRDI QIDQ951867zbMATH OpenOpenAlexFDO

Authors 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

signal extractiontrend estimationlinear filteringfilter designfrequency-domain analysis

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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Cites work

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• Algorithm AS 175: Cramer-Wold Factorization
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• Factorization of the Covariance Generating Function of a Pure Moving Average Process
• Linear Statistical Inference and its Applications
• Measuring business cycles in economic time series
• Seasonal Adjustment by Signal Extraction
• Smoothing by spline functions.
• The diffuse Kalman filter

Cited in

(15)

• Sensitivity reduction over a frequency band
• Second special issue on computational econometrics
• Filtering with a limiter (improved performance)
• Realisations of finite-sample frequency-selective filters
• scientific article; zbMATH DE number 795152 (Why is no real title available?)
• Selectivity nomographs for classical filters
• Time-dependent frequency domain principal components analysis of multichannel non-stationary signals
• Recursive estimation in econometrics
• Signal extraction and filtering by linear semiparametric methods
• Regional business cycles in Italy
• Sharp filters for short sequences
• Design of recursive digital filters for the selection or rejection of a particular velocity in seismic signals
• Wiener-Kolmogorov filtering, frequency-selective filtering, and polynomial regression
• Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter
• Econometric methods of signal extraction

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Uses Software

• SsfPack

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