The following pages link to Tommaso Proietti (Q607201):
Displayed 46 items.
- Low-pass filter design using locally weighted polynomial regression and discrete prolate spheroidal sequences (Q607202) (← links)
- On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing (Q652595) (← links)
- Forecasting the US unemployment rate (Q951881) (← links)
- New algorithms for dating the business cycle (Q957217) (← links)
- Real time estimation in local polynomial regression, with application to trend-cycle analysis (Q999677) (← links)
- Signal extraction and filtering by linear semiparametric methods (Q1020896) (← links)
- Item:Q607201 (redirect page) (← links)
- Characterising economic trends by Bayesian stochastic model specification search (Q1621317) (← links)
- Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
- State space modeling of Gegenbauer processes with long memory (Q1659105) (← links)
- Unobserved components models with correlated disturbances (Q1767009) (← links)
- Discussion of ``The class of CUB models: statistical foundations, inferential issues and empirical evidence'' (Q2305025) (← links)
- The generalised autocovariance function (Q2346029) (← links)
- Missing data in time series: a note on the equivalence of the dummy variable and the skipping approaches (Q2474515) (← links)
- Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints (Q2889639) (← links)
- (Q2906624) (← links)
- Generalised Partial Autocorrelations and the Mutual Information Between Past and Future (Q2956057) (← links)
- New proposals for the quantification of qualitative survey data (Q3018665) (← links)
- Multivariate temporal disaggregation with cross-sectional constraints (Q3019490) (← links)
- Survey data as coincident or leading indicators (Q3065495) (← links)
- Transformations and seasonal adjustment (Q3077641) (← links)
- Characterizing Asymmetries in Business Cycles Using Smooth-Transition Structural Time-Series Models (Q3368231) (← links)
- Seasonal Specific Structural Time Series (Q3368348) (← links)
- Temporal disaggregation by state space methods: Dynamic regression methods revisited (Q3422389) (← links)
- LEAVE-<i>K</i> -OUT DIAGNOSTICS IN STATE-SPACE MODELS (Q3440786) (← links)
- (Q3538845) (← links)
- ON THE SPECTRAL PROPERTIES OF MATRICES ASSOCIATED WITH TREND FILTERS (Q3580640) (← links)
- The beveridge-nelson decomposition: Properties and extensions (Q3598325) (← links)
- On the Model-Based Interpretation of Filters and the Reliability of Trend–Cycle Estimates (Q3615084) (← links)
- (Q4259407) (← links)
- A Durbin–Levinson regularized estimator of high-dimensional autocovariance matrices (Q4562728) (← links)
- The Variance Profile (Q4916499) (← links)
- Has the Volatility of U.S. Inflation Changed and How? (Q4928521) (← links)
- Generalised Linear Cepstral Models for the Spectrum of a Time Series (Q5226650) (← links)
- Trend–Cycle Decompositions with Correlated Components (Q5291757) (← links)
- (Q5297409) (← links)
- Hyper-spherical and elliptical stochastic cycles (Q5391313) (← links)
- (Q5474885) (← links)
- Dynamic Factor Analysis with Non-Linear Temporal Aggregation Constraints (Q5757828) (← links)
- Predictability, real time estimation, and the formulation of unobserved components models (Q5862414) (← links)
- The Multistep Beveridge–Nelson Decomposition (Q5864361) (← links)
- Extracting the Cyclical Component in Hours Worked (Q5881615) (← links)
- Peaks, gaps, and time‐reversibility of economic time series (Q6135333) (← links)
- Efficient nonparametric estimation of generalised autocovariances (Q6150543) (← links)
- Spurious periodic autoregressions (Q6166850) (← links)
- Modelling cycles in climate series: the fractional sinusoidal waveform process (Q6190945) (← links)