Harvey, Andrew C. (contributor); … - 2004 - [Elektronische Ressource]
time series.
Prior knowledge on periodicity is readily available in the area of business cycle analysis.
This paper … surface alone. In any case, the classical approach is unable
to provide a satisfactory way to implement any prior knowledge … the use of "ideal" filters in economics were noted above. By using prior knowledge
in a more consistent manner, a model …