Signal Extraction,Maximum Likelihood Estimation and the Start-Up Problem
暂无分享,去创建一个
[1] Norbert Wiener,et al. Extrapolation, Interpolation, and Smoothing of Stationary Time Series , 1964 .
[2] W. Bell,et al. Signal Extraction for Nonstationary Time Series , 1984 .
[3] David A. Pierce,et al. A PROTOTYPICAL SEASONAL ADJUSTMENT MODEL , 1987 .
[4] Steven C. Hillmer,et al. An ARIMA-Model-Based Approach to Seasonal Adjustment , 1982 .
[5] C. Brezinski. Interpolation and Extrapolation , 2001 .
[6] A. Harvey,et al. Forecasting Economic Time Series With Structural and Box-Jenkins Models: A Case Study , 1983 .
[7] D.S.G. Pollock. Filters for Short Non-stationary Sequences , 2001 .
[8] P. Whittle. Prediction and Regulation by Linear Least-Square Methods , 1983 .
[9] D. S. G. Pollock,et al. A handbook of time-series analysis, signal processing and dynamics , 1999 .
[10] Michael Bretherton,et al. Prediction and Regulation by Linear Least-Square Methods , 1964 .
[11] Andrew Harvey,et al. Forecasting, Structural Time Series Models and the Kalman Filter , 1990 .
[12] D. Pollock. Trend estimation and de-trending via rational square-wave filters , 2000 .
[13] D.S.G. Pollock. Filters for Short Nonstationary Sequences , 2000 .