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|Title:||Sharp Filters for Short Sequences|
|Authors:||Pollock, David Stephen|
|Citation:||Journal of Statistical Planning and Inference, 2003, 113, (2), pp.663-683|
|Abstract:||This paper describes a technique for constructing frequency-selective linear filters that can be applied to short nonstationary sequences. Such filters are well adapted to the task of extracting the trend from a climatological or an econometric times series whenever it is capable of being described in terms of a well-defined range of frequencies with a firm upper limit.|
|Appears in Collections:||Published Articles, Dept. of Economics|
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