مرکز منطقه ای اطلاع رساني علوم و فناوري - Computing observation weights for signal extraction and filtering

Title of article :

Computing observation weights for signal extraction and filtering

Author/Authors :

Siem Jan Koopman، نويسنده , , Andrew Harvey، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

1317

To page :

1333

Keywords :

Kalman <er , Nonparametric regression , State space , kernels , Vector autoregression

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

2003

Journal title :

Journal of Economic Dynamics and Control

Record number :

238404

Link To Document :