UB Paderborn / Katalog / Suche / in CDI

Band-Limited Stochastic Processes in Discrete and Continuous Time

Studies in nonlinear dynamics and econometrics, 2012-01, Vol.16 (1), p.1-1

Pollock, D.S.G.

2012

Volltextzugriff (PDF)

Econometric Filters

Computational economics, 2016-12, Vol.48 (4), p.669-691

Pollock, D. S. G.

2016

Volltextzugriff (PDF)

Stochastic processes of limited frequency and the effects of oversampling

Econometrics and statistics, 2018-07, Vol.7, p.18-29

Pollock, D.S.G.

2018

Volltextzugriff (PDF)

Handbook of Time Series Analysis, Signal Processing, and Dynamics

1, 1999

Volltextzugriff (PDF)

On Kronecker products, tensor products and matrix differential calculus

International journal of computer mathematics, 2013-11, Vol.90 (11), p.2462-2476

Pollock, D.S.G.

2013

Volltextzugriff (PDF)

Recursive estimation in econometrics

Computational statistics & data analysis, 2003-10, Vol.44 (1), p.37-75

Pollock, D.S.G.

2003

Volltextzugriff (PDF)

Realisations of finite-sample frequency-selective filters

Journal of statistical planning and inference, 2009-04, Vol.139 (4), p.1541-1558

Pollock, D.S.G.

2009

Volltextzugriff (PDF)

Econometric methods of signal extraction

Computational statistics & data analysis, 2006-05, Vol.50 (9), p.2268-2292

Pollock, D.S.G.

2006

Volltextzugriff (PDF)

Statistical Fourier Analysis: Clarifications and Interpretations

Journal of Time Series Econometrics, 2009-04, Vol.1 (1), p.1

Pollock, Stephen D.S.G

2009

Volltextzugriff (PDF)

Trend estimation and de-trending via rational square-wave filters

Journal of econometrics, 2000-12, Vol.99 (2), p.317-334

Pollock, D.S.G.

2000

Volltextzugriff (PDF)

CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue

Computational statistics & data analysis, 2014-08, Vol.76, p.1-3

2014

Volltextzugriff (PDF)

Introduction to the special issue on statistical signal extraction and filtering

Computational statistics & data analysis, 2006-05, Vol.50 (9), p.2137-2145

Pollock, D.S.G.

2006

Volltextzugriff (PDF)

WIENER–KOLMOGOROV FILTERING, FREQUENCY-SELECTIVE FILTERING, AND POLYNOMIAL REGRESSION

Econometric theory, 2007-02, Vol.23 (1), p.71-88

Pollock, D.S.G.

2007

Volltextzugriff (PDF)

2nd Special Issue on Statistical Signal Extraction and Filtering

Computational statistics & data analysis, 2007-10, Vol.52 (2), p.817-820

2007

Volltextzugriff (PDF)

The Annals of Computational and Financial Econometrics, first issue

Computational statistics & data analysis, 2012-11, Vol.56 (11), p.2991-2992

2012

Volltextzugriff (PDF)

Improved frequency selective filters

Computational statistics & data analysis, 2003-03, Vol.42 (3), p.279-297

Pollock, D.S.G.

2003

Volltextzugriff (PDF)

Sharp filters for short sequences

Journal of statistical planning and inference, 2003-05, Vol.113 (2), p.663-683

Pollock, D.S.G.

2003

Volltextzugriff (PDF)

Methodology for trend estimation

Economic modelling, 2001, Vol.18 (1), p.75-96

Pollock, D.S.G.

2001

Volltextzugriff (PDF)

Filters for short non-stationary sequences

Journal of forecasting, 2001-08, Vol.20 (5), p.341-355

Pollock, D. S. G.

2001

Volltextzugriff (PDF)

Matrix Differential CalculusJan R. Magnus and Heinz Neudecker John Wiley and Sons, 1988 - Linear StructuresJan R. Magnus Charles Griffin and Co., 1988

Econometric theory, 1989-04, Vol.5 (1), p.161-165

Pollock, D.S.G.

1989

Volltextzugriff (PDF)

Consumption and Income: A Spectral Analysis

Statistical Inference, Econometric Analysis and Matrix Algebra, p.233-252

Volltextzugriff (PDF)

Metaphors for time-series analysis

International journal of mathematical education in science and technology, 1995-07, Vol.26 (4), p.501-515

Pollock, D.S.G.

1995

Volltextzugriff (PDF)

Chapter 6 - Vector Difference Equations and State-Space Models

Handbook of Time Series Analysis, Signal Processing, and Dynamics, 1999, p.161-177

D.S.G. Pollock

1999

Volltextzugriff (PDF)

Chapter 9 - Recursive Least-Squares Estimation

Handbook of Time Series Analysis, Signal Processing, and Dynamics, 1999, p.227-260

D.S.G. Pollock

1999

Volltextzugriff (PDF)

Chapter 1 - The Methods of Time-Series Analysis

Handbook of Time Series Analysis, Signal Processing, and Dynamics, 1999, p.3-19

D.S.G. Pollock

1999

Volltextzugriff (PDF)

Menü

Weitere Dienste

Einstellungen

Band-Limited Stochastic Processes in Discrete and Continuous Time

Econometric Filters

Stochastic processes of limited frequency and the effects of oversampling

Handbook of Time Series Analysis, Signal Processing, and Dynamics

On Kronecker products, tensor products and matrix differential calculus

Recursive estimation in econometrics

Realisations of finite-sample frequency-selective filters

Econometric methods of signal extraction

Statistical Fourier Analysis: Clarifications and Interpretations

Trend estimation and de-trending via rational square-wave filters

CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue

Introduction to the special issue on statistical signal extraction and filtering

WIENER–KOLMOGOROV FILTERING, FREQUENCY-SELECTIVE FILTERING, AND POLYNOMIAL REGRESSION

2nd Special Issue on Statistical Signal Extraction and Filtering

The Annals of Computational and Financial Econometrics, first issue

Improved frequency selective filters

Sharp filters for short sequences

Methodology for trend estimation

Filters for short non-stationary sequences

Matrix Differential CalculusJan R. Magnus and Heinz Neudecker John Wiley and Sons, 1988 - Linear StructuresJan R. Magnus Charles Griffin and Co., 1988

Consumption and Income: A Spectral Analysis

Metaphors for time-series analysis

Chapter 6 - Vector Difference Equations and State-Space Models

Chapter 9 - Recursive Least-Squares Estimation

Chapter 1 - The Methods of Time-Series Analysis

Suchergebnisse filtern