Frequency domain characteristics of linear operator to decompose a time series into the multi-components

T. Higuchi

Annals of the Institute of Statistical Mathematics, 1991, vol. 43, issue 3, 469-492

Keywords: Time series; Bayesian approach; signal decomposition; linear filter; variable kernel; curve smoothing; smoothness prior; seasonal component model; quasi-sinusoidal wave extraction (search for similar items in EconPapers)
Date: 1991
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DOI: 10.1007/BF00053367

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