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Bayesian approach
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curve smoothing
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linear filter
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quasi-sinusoidal wave extraction
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seasonal component model
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signal decomposition
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smoothness prior
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Higuchi, T.
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Annals of the Institute of Statistical Mathematics
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Frequency domain characteristics of linear operator to decompose a time series into the multi-components
Higuchi, T.
- In:
Annals of the Institute of Statistical Mathematics
43
(
1991
)
3
,
pp. 469-492
Persistent link: https://www.econbiz.de/10005169212
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