Alexandrov, Theodore; Bianconcini, Silvia; Dagum, Estela Bee - In: Econometric Reviews 31 (2012) 6, pp. 593-624
This article presents a review of some modern approaches to trend extraction for one-dimensional time series, which is one of the major tasks of time series analysis. The trend of a time series is usually defined as a smooth additive component which contains information about the time series...