A Note on Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots with Drift
Year of publication: |
2008
|
---|---|
Authors: | Thomakos, Dimitrios |
Institutions: | Department of Economics, University of Peloponnese |
Subject: | drift | forecasting | linear filtering | singular spectrum analysis | smoothing | trend extraction and prediction | unit root |
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