Please use this identifier to cite or link to this item: http://hdl.handle.net/2381/2965
Title: Sharp Filters for Short Sequences
Authors: Pollock, David Stephen
First Published: 2003
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.
DOI Link: 10.1016/S0378-3758(02)00077-0
ISSN: 0378-3758
Links: http://www.sciencedirect.com/science/article/pii/S0378375802000770
http://hdl.handle.net/2381/2965
Type: Article
Appears in Collections:Published Articles, Dept. of Economics

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