Real-time signal extraction with regularized multivariate direct filter approach
Ginters Buss
| Year of publication: |
April 2016
|
|---|---|
| Authors: | Buss, Ginters |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 35.2016, 3, p. 206-216
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| Subject: | high-dimensional filtering | real-time estimation | business cycle | coincident indicator | leading indicator | Konjunktur | Business cycle | Wirtschaftsindikator | Economic indicator | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Frühindikator | Leading indicator | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2352 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011580266