An effective and easy-to-implement frequency filter is proposed, obtained by convolving a raised-cosine window with the ideal rectangular filter response function. Three other filters, Hodrick–Prescott, Baxter–King, and Christiano–Fitzgerald, are thoroughly reviewed. A bandpass version of...

Population Monte Carlo has been introduced as a sequential importance sampling technique to overcome poor fit of the importance function. The performance of the original Population Monte Carlo algorithm is compared with a modified version that eliminates the influence of the transition particle...