Pages that link to "Item:Q1841191"
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The following pages link to Trend estimation and de-trending via rational square-wave filters (Q1841191):
Displaying 17 items.
- Smoothing non-stationary time series using the discrete cosine transform (Q328074) (← links)
- Recursive estimation in econometrics (Q956735) (← links)
- New algorithms for dating the business cycle (Q957217) (← links)
- Introduction to the special issue on statistical signal extraction and filtering (Q959301) (← links)
- An iterated parametric approach to nonstationary signal extraction (Q959309) (← links)
- Decomposition of time series models in state-space form (Q959310) (← links)
- Econometric methods of signal extraction (Q959313) (← links)
- Signal restoration in linear systems with trends (Q1015332) (← links)
- Signal extraction and filtering by linear semiparametric methods (Q1020896) (← links)
- Signal restoration in linear systems with trends. II (Q1027654) (← links)
- Estimation of trends and identification of time series dynamics in short observation sections (Q1040185) (← links)
- Cycles, syllogisms and semantics: examining the idea of spurious cycles (Q1695653) (← links)
- Removing seasonality under a changing regime: filtering new car sales (Q2361172) (← links)
- A nonparametric method for asymmetrically extending signal extraction filters (Q3096854) (← links)
- On the Model-Based Interpretation of Filters and the Reliability of Trend–Cycle Estimates (Q3615084) (← links)
- WIENER–KOLMOGOROV FILTERING, FREQUENCY-SELECTIVE FILTERING, AND POLYNOMIAL REGRESSION (Q4562556) (← links)
- A Note on Trend Decomposition: The ‘Classical’ Approach Revisited with an Application to Surface Temperature Trends (Q5123323) (← links)
