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Denoising Non-stationary Signals by Dynamic Multivariate Complex Wavelet Thresholding
Raath, Kim, (2020)
Comparing semi-structural methods to estimate unobserved variables : the HPMV and Kalman filters approaches
Boone, Laurence, (2000)
A multivariate innovations state space BeveridgeNelson decomposition
De Silva, Ashton, (2009)
[Rezension von: Lütkepohl, H., Forecasting aggregated vector ARMA processes]
Deistler, Manfred, (1989)
The ET interview : Benedikt M. Pötscher
Pötscher, Benedikt M., (2025)
Identification of Factor Models for Forecasting Returns
Deistler, Manfred, (2010)