Filtering time series with penalized splines
Goeran Kauermann; Tatyana Krivobokova; Willi Semmler
Year of publication: |
2011
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Authors: | Kauermann, Goeran ; Krivobokova, Tatyana ; Semmler, Willi |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 13852619. - Vol. 15.2011, 2, p. 1-26
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