Three Equivalent Methods for Filtering Finite Nonstationary Time Series

• 1 January 1999
• journal article
• Published by JSTOR in Journal of Business & Economic Statistics
• Vol. 17  (1) , 109
• https://doi.org/10.2307/1392242

Abstract

Keywords

• EQUIVALENT METHODS
• METHODS FOR FILTERING
• FINITE NONSTATIONARY TIME
• FILTERING FINITE NONSTATIONARY