Frequency domain characteristics of linear operator to decompose a time series into the multi-components
| Year of publication: |
1991
|
|---|---|
| Authors: | Higuchi, T. |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 43.1991, 3, p. 469-492
|
| Publisher: |
Springer |
| Subject: | Time series | Bayesian approach | signal decomposition | linear filter | variable kernel | curve smoothing | smoothness prior | seasonal component model | quasi-sinusoidal wave extraction |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005169212