Computing observation weights for signal extraction and filtering
| Year of publication: |
2003
|
|---|---|
| Authors: | Koopman, Siem Jan ; Harvey, Andrew |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 27.2003, 7, p. 1317-1333
|
| Publisher: |
Elsevier |