A unifying framework for analysing common cyclical features in cointegrated time series : Statistical signal extraction and filtering
- Author
- CUBADDA, Gianluca1
[1] Dipartimento SEFEMEQ, Universita'di Roma Tor Vergata Via Columbia 2, 00133 Roma, Italy - Source
Computational statistics & data analysis. 2007, Vol 52, Num 2, pp 896-906, 11 p ; ref : 1/2 p
- ISSN
- 0167-9473
- Scientific domain
- Mathematics
- Publisher
- Elsevier Science, Amsterdam
- Publication country
- Netherlands
- Document type
- Article
- Language
- English
- Author keyword
- Common features Reduced rank regression
- Keyword (fr)
- Analyse corrélation Analyse donnée Analyse multivariable Association statistique Autocorrélation Calcul statistique Estimation statistique Méthode itérative Polynôme Processus stochastique Régression statistique Série temporelle 62H20 62Jxx 62M10 Corrélation sérielle
- Keyword (en)
- Correlation analysis Data analysis Multivariate analysis Statistical association Autocorrelation Statistical computation Statistical estimation Iterative method Polynomial Stochastic process Statistical regression Time series Serial correlation
- Keyword (es)
- Análisis correlación Análisis datos Análisis multivariable Asociación estadística Autocorrelación Cálculo estadístico Estimación estadística Método iterativo Polinomio Proceso estocástico Regresión estadística Serie temporal
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02A General topics
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02I Multivariate analysis
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02M Inference from stochastic processes; time series analysis
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02I Numerical analysis. Scientific computation / 001A02I01 Numerical analysis / 001A02I01Q Numerical methods in probability and statistics
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 19219056
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1016/j.csda.2007.07.004 
https://dx.doi.org/10.1016/j.csda.2007.07.004
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