Stochastic properties of nonlinear locally-nonstationary filters
Francisco Blasques, Marc Nientker
| Year of publication: |
2023
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|---|---|
| Authors: | Blasques, Francisco ; Nientker, Marc |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 235.2023, 2, p. 2082-2095
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| Subject: | Filtering techniques | Locally non stationary filters | Time-series Analysis | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2022.10.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014471445