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Change-point estimators with the weighted objective function when estimating breaks one at a time
Tayanagi, Toshikazu, (2023)
Monitoring breaks in fractional cointegration
Dierkes, Maik, (2024)
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M., (2022)
A nonlinear algorithm for seasonal adjustment in multiplicative component decompositions
McElroy, Tucker, (2010)
A nonparametric method for asymmetrically extending signal extraction filters
McElroy, Tucker, (2011)
Exact formulas for the Hodrick-Prescott filter
McElroy, Tucker, (2008)