Backward smoothing for noisy non-stationary time series

Seisho Sato, Naoto Kunitomo

Year of publication:	July 8, 2021
Authors:	Sato, Seisho ; Kunitomo, Naoto
Publisher:	[Tokyo] : Center for Advanced Research in Finance
Subject:	Non-stationary multivariate economic time series \| Errors-in-variables models \| SIML-backward-smoothing \| Band smoothing \| Multi-step smoothing \| Initial value problem \| Schätztheorie \| Estimation theory \| Zeitreihenanalyse \| Time series analysis

freely available

Full text |

More access options

econpapers.repec.org

Check Google Scholar

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10012813370

A service of the