Pizzinga, Adrian; Fernandes, Marcelo Diffuse Kalman filtering with linear constraints on the state parameters. (English) Zbl 07767160 Commun. Stat., Theory Methods 52, No. 24, 8884-8893 (2023). MSC: 60G35 62M10 62M20 PDFBibTeX XMLCite \textit{A. Pizzinga} and \textit{M. Fernandes}, Commun. Stat., Theory Methods 52, No. 24, 8884--8893 (2023; Zbl 07767160) Full Text: DOI
Alexandrov, Theodore; Bianconcini, Silvia; Dagum, Estela Bee; Maass, Peter; McElroy, Tucker S. A review of some modern approaches to the problem of trend extraction. (English) Zbl 1491.62081 Econom. Rev. 31, No. 6, 593-624 (2012). MSC: 62M10 62M15 62M20 62P20 91B84 94A12 PDFBibTeX XMLCite \textit{T. Alexandrov} et al., Econom. Rev. 31, No. 6, 593--624 (2012; Zbl 1491.62081) Full Text: DOI
Harvey, Andrew C.; Delle Monache, Davide Computing the mean square error of unobserved components extracted by misspecified time series models. (English) Zbl 1167.93403 J. Econ. Dyn. Control 33, No. 2, 283-295 (2009). MSC: 93E11 37M10 62M10 91B84 PDFBibTeX XMLCite \textit{A. C. Harvey} and \textit{D. Delle Monache}, J. Econ. Dyn. Control 33, No. 2, 283--295 (2009; Zbl 1167.93403) Full Text: DOI
Pollock, D. S. G. Econometric methods of signal extraction. (English) Zbl 1445.62315 Comput. Stat. Data Anal. 50, No. 9, 2268-2292 (2006). MSC: 62P20 62M10 62M15 62M20 PDFBibTeX XMLCite \textit{D. S. G. Pollock}, Comput. Stat. Data Anal. 50, No. 9, 2268--2292 (2006; Zbl 1445.62315) Full Text: DOI Link
Pollock, D. S. G. (ed.) Introduction to the special issue on statistical signal extraction and filtering. (English) Zbl 1445.00018 Comput. Stat. Data Anal. 50, No. 9, 2137-2145 (2006). MSC: 00B15 62-06 62M20 PDFBibTeX XMLCite \textit{D. S. G. Pollock} (ed.), Comput. Stat. Data Anal. 50, No. 9, 2137--2145 (2006; Zbl 1445.00018) Full Text: DOI
De Jong, Piet; Chu-Chun-Lin, Singfat Smoothing with an unknown initial condition. (English) Zbl 1112.62106 J. Time Ser. Anal. 24, No. 2, 141-148 (2003). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M20 60G35 62M10 PDFBibTeX XMLCite \textit{P. De Jong} and \textit{S. Chu-Chun-Lin}, J. Time Ser. Anal. 24, No. 2, 141--148 (2003; Zbl 1112.62106) Full Text: DOI
Pollock, D. S. G. Trend estimation and de-trending via rational square-wave filters. (English) Zbl 0964.62094 J. Econom. 99, No. 2, 317-334 (2000). MSC: 62M20 62P20 PDFBibTeX XMLCite \textit{D. S. G. Pollock}, J. Econom. 99, No. 2, 317--334 (2000; Zbl 0964.62094) Full Text: DOI
Young, Peter; Pedregal, Diego Recursive and en-bloc approaches to signal extraction. (English) Zbl 0947.62060 J. Appl. Stat. 26, No. 1, 103-128 (1999). MSC: 62M20 94A12 62M99 PDFBibTeX XMLCite \textit{P. Young} and \textit{D. Pedregal}, J. Appl. Stat. 26, No. 1, 103--128 (1999; Zbl 0947.62060) Full Text: DOI