Pagan, Adrian A note on the extraction of components from time series. (English) Zbl 0291.62124 Econometrica 43, 163-168 (1975). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 7 Documents MSC: 62M20 Inference from stochastic processes and prediction 62P20 Applications of statistics to economics 93E10 Estimation and detection in stochastic control theory PDFBibTeX XMLCite \textit{A. Pagan}, Econometrica 43, 163--168 (1975; Zbl 0291.62124) Full Text: DOI