Frequency regression and smoothing for noisy nonstationary time series
Year of publication: |
August 24, 2021
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Authors: | Sato, Seisho ; Kunitomo, Naoto |
Publisher: |
[Tokyo] : Center for Advanced Research in Finance |
Subject: | Noisy nonstationary time series | Trend-cycle | Measurement error and seasonality | SIML filtering | Regression smoothing | Structural and institutional change | Seasonal adjustment | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | Saisonale Schwankungen | Seasonal variations | Saisonkomponente | Seasonal component | Schätztheorie | Estimation theory | Statistischer Fehler | Statistical error |
Extent: | 1 Online-Ressource (circa 31 Seiten) Illustrationen |
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Series: | CARF working paper. - Tokyo : Center for Advanced Research in Finance, ZDB-ID 3079869-3. |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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